Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz-Szabo theorem |
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| Authors: | Fabrice Baudoin |
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| Institution: | Laboratoire de Probabilités et Modèles aléatoires Université Paris 6, 175 rue du Chevaleret, 75013 Paris, France |
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| Abstract: | We show that the only compact simply connected manifolds for which the radial part of Brownian motion enjoys the Markov property are compact two points homogeneous spaces, i.e. rank one symmetric spaces. |
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| Keywords: | 33C45 58G32 60J25 60J65 |
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