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On the Law of Iterated Logarithms for Brownian Motion on Compact Manifolds

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posted on 01.07.2016, 00:00 authored by Jennifer Pajda-De La O
Let M be a compact and smooth Riemannian manifold. Take a Brownian motion on the manifold. We take a family of measures defined by the Law of Iterated Logarithms for Brownian Motions on Compact Manifolds, as in Brosamler (1983). We study all of the accumulation points of this family of measures in the mild sense. We show for any subsequence of times, if we have mild convergence, then the limiting measure is absolutely continuous with respect to the volume measure on the manifold. We give a characterization of the limiting measure.

History

Advisor

Ouyang, Cheng

Department

Mathematics, Statistics, and Computer Science

Degree Grantor

University of Illinois at Chicago

Degree Level

Doctoral

Committee Member

Martin, Ryan Yang, Jie Yang, Min Wise, David

Submitted date

2016-05

Language

en

Issue date

01/07/2016

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