Intrinsic random walks in Riemannian and sub-Riemannian geometry via volume sampling

Agrachev, Andrei; Boscain, Ugo; Neel, Robert; Rizzi, Luca

ESAIM: Control, Optimisation and Calculus of Variations, Tome 24 (2018) no. 3, pp. 1075-1105.

We relate some constructions of stochastic analysis to differential geometry, via random walk approximations. We consider walks on both Riemannian and sub-Riemannian manifolds in which the steps consist of travel along either geodesics or integral curves associated to orthonormal frames, and we give particular attention to walks where the choice of step is influenced by a volume on the manifold. A primary motivation is to explore how one can pass, in the parabolic scaling limit, from geodesics, orthonormal frames, and/or volumes to diffusions, and hence their infinitesimal generators, on sub-Riemannian manifolds, which is interesting in light of the fact that there is no completely canonical notion of sub-Laplacian on a general sub-Riemannian manifold. However, even in the Riemannian case, this random walk approach illuminates the geometric significance of Ito and Stratonovich stochastic differential equations as well as the role played by the volume.

Classification : 53C17, 60J65, 58J65
Mots clés : Sub-Riemannian geometry, diffusion processes, Brownian motion, random walk

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