Attribution-NonCommercial-NoDerivatives 4.0 International © 2022 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY-NC-ND license
Journal of Mathematical Analysis and Applications, 2022, 512(2), 126176
Finite dimensional approximations
Riemannian manifolds
Stratonovich stochastic integral
Wiener measure
Truth is much too complicated to allow anything but approximations. [John von Neumann] In this paper, we prove a finite dimensional approximation scheme for the Wiener measure on closed Riemannian manifolds, establishing a generalization for L1-functionals, of the approach followed by Andersson and Driver on [1]. We follow a new approach motived by the categorical concept of colimit.