Convergence of time-inhomogeneous geodesic random walks and its application to coupling methods. (English) Zbl 1266.60060
The author constructs the coupling by reflection via an approximation of diffusion processes by time-inhomogeneous geodesic random walks. The author assumes that the metric is a natural time-inhomogeneous extension of lower bounds of the Ricci curvature. An estimate of the coupling time is presented.
Reviewer: Raouf Ghomrasni (Muizenberg)
MSC:
| 60F17 | Functional limit theorems; invariance principles |
| 53C21 | Methods of global Riemannian geometry, including PDE methods; curvature restrictions |
| 58J65 | Diffusion processes and stochastic analysis on manifolds |
| 58J35 | Heat and other parabolic equation methods for PDEs on manifolds |
| 53C44 | Geometric evolution equations (mean curvature flow, Ricci flow, etc.) (MSC2010) |
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