Construction of set-valued dual processes on manifolds

Marc Arnaudon, Koléhè Coulibaly-Pasquier, Laurent Miclo

The purpose of this paper is to construct a Brownian motion $X:=(X_t{)}_{t\ge 0}$ taking values in a Riemannian manifold $M$, together with a compact valued process $D:= (D_t)_{t\…