Brownian Manifolds, Negative Type and Geo-temporal Covariances
N. H. Bingham, Aleksander Mijatovi\'c, Tasmin L. Symons

TL;DR
This paper surveys Brownian manifolds and their relation to geo-temporal covariances, highlighting the role of negative type functions in understanding space-time stochastic processes on manifolds.
Contribution
It provides a comprehensive overview of Brownian manifolds, explores their connection to geo-temporal covariances, and discusses the significance of negative type functions in this context.
Findings
Identification of manifolds that can and cannot parametrize Brownian motion
Analysis of covariances in space-time processes on spherical geometries
Connections established between negative type functions and stochastic processes
Abstract
We survey Brownian manifolds -- manifolds that can parametrise Brownian motion -- and those that cannot. We consider covariances of space-time processes, particularly those when space is the sphere -- geo-temporal processes. There are connections with functions of negative type.
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Dynamics and Fractals · Stochastic processes and statistical mechanics
