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Brownian Motion on a Symmetric Space of Non-Compact Type: Asymptotic Behaviour in Polar Coordinates

Published online by Cambridge University Press:  20 November 2018

J. C. Taylor*
Affiliation:
Department of Mathematics and Statistics, McGill University, 805 Sherbrooke Street West, Montreal, Quebec H3A 2K6
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Abstract

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The results of Orihara [10] and Malliavin2 [7] on the asymptotic behaviour in polar coordinates of Brownian motion on a symmetric space of non-compact type are obtained by means of a skew product representation on K/M x A+of the Brownian motion on the set of regular points of X. Results of Norris, Rogers, and Williams [9] are interpreted in this context.

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1991

References

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