Brownian motion, exit times and stochastic Riemannian geometry (Q800007): Difference between revisions

Consider Brownian motion on an n-dimensional Riemannian manifold M, started at a point m. Let T denote the first exit time from a ball of radius \(\epsilon\), centred at m. Asymptotic expansions for the moments E[T] and \(E[T^ 2]\) are given in terms of the even powers of \(\epsilon\), as far as powers six and eight respectively. The derivation of these results uses the perturbation theory of the Laplacian. An interesting geometric consequence is that if E[T] is the same as for the Euclidean case \((M=R^ n)\), then M is flat, provided that \(n\leq 5\), or M has nonnegative (or nonpositive) Ricci curvature, or M is Einstein.