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arXiv · 2610.42025

Stochastic processes on reductive homogeneous and symmetric spaces

Sonja Cox·Erwin Luesink
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Abstract

In this paper we present a method to effectively and efficiently provide pathwise approximations of the Riemannian Brownian motion on a reductive homogeneous space $M\cong G/H$ endowed with a $G$-invariant metric. This setting includes spheres, hyperbolic spaces, the space of symmetric positive-definite matrices, flag manifolds and Stiefel manifolds. The simulation is based on Wong--Zakai approximations of an appropriately chosen SDE in $G$ that is projected down onto $M\cong G/H$. The effectiveness lies in the fact that well-established results on the convergence rate of the Wong--Zakai equation immediately carry over to the homogeneous space thanks to Nash's embedding. The efficiency lies in the fact that explicit representations of the Wong--Zakai approximations can be obtained in this setting using the Lie exponential map.

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Sonja Cox, Erwin Luesink. 2026-10-30. Stochastic processes on reductive homogeneous and symmetric spaces. https://arxiv.org/abs/2610.42025

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