Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Skew-product decompositions of Brownian motions on manifolds : A probabilistic aspect of the Lichnerowicz-Szabo theorem

Auteur(s):

Code(s) de Classification MSC:

Résumé: 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.

Mots Clés: Brownian motion on a manifold ; Compact rank one symmetric space ; Harmonic manifolds ; Jacobi diffusions ; Lichnerowicz conjecture ; Skew-product of a Brownian motion

Date: 2001-10-05

Prépublication numéro: PMA-691