Random perturbation to the geodesic equation

Authors
Citation
Li, Xue-mei, Random perturbation to the geodesic equation, Annals of probability (Online) , 44(1), 2016, pp. 544-566
ISSN journal
2168894X
Volume
44
Issue
1
Year of publication
2016
Pages
544 - 566
Database
ACNP
SICI code
Abstract
We study random .perturbation. to the geodesic equation. The geodesic equation is identified with a canonical differential equation on the orthonormal frame bundle driven by a horizontal vector field of norm 1. We prove that the projections of the solutions to the perturbed equations, converge, after suitable rescaling, to a Brownian motion scaled by 8n(n.1) where n is the dimension of the state space. Their horizontal lifts to the orthonormal frame bundle converge also, to a scaled horizontal Brownian motion.