On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups |
| |
Authors: | Daniel Neuenschwander René Schott |
| |
Institution: | (1) Ingenieurschule Biel, Postfach 1180, CH-2501 Biel-Bienne;(2) CRIN, Université de Nancy I, B.P. 239, F-54506 Vandoeuvre-lè-Nancy, Cedex |
| |
Abstract: | The aim of this paper is to study the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups. We carry over a qualitative version of the Erdös-Rényi law of large numbers for Brownian motion to simply connected step 2-nilpotent Lie groups. The method applied gives rise to a proof for qualitative results concerning the modulus of continuity of Brownian motion on simply connected step 3-resp. step 2-nilpotent Lie groups without using the Ventsel-Freidlin theory as in Baldi. |
| |
Keywords: | Brownian motion on groups nilpotent Lie groups Heisenberg groups groups of type H Lévy's stochastic area process Erd?s-Rényi law of large numbers |
本文献已被 SpringerLink 等数据库收录! |