Range of fluctuation of Brownian motion on a complete Riemannian manifold

DOI10.1214/AOP/1022855412zbMath0934.58023OpenAlexW1970600254WikidataQ115240753 ScholiaQ115240753MaRDI QIDQ1307088

Alexander Grigor'yan, M. Ya. Kel'bert

Publication date: 10 April 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855412

zbMATH Keywords

Brownian motionRicci curvaturelaw of the iterated logarithmheat kernelescape ratecomplete noncompact Riemannian manifoldrange of fluctuation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17) Diffusion processes and stochastic analysis on manifolds (58J65) Heat and other parabolic equation methods for PDEs on manifolds (58J35)

Related Items (14)

On fluctuations of a multivariate random walk with some applications to stock options trading and hedging ⋮ On the upper rate functions of some time inhomogeneous diffusion processes ⋮ Random Walk Analysis in Antagonistic Stochastic Games ⋮ On the sample paths of Brownian motions on compact infinite dimensional groups ⋮ Upper escape rate for weighted graphs via metric graphs ⋮ Rate functions for symmetric Markov processes via heat kernel ⋮ On the escape rate of geodesic loops in an open manifold with nonnegative Ricci curvature ⋮ Volume growth and escape rate of Brownian motion on a complete Riemannian manifold ⋮ Deviation inequalities and the law of iterated logarithm on the path space over a loop group ⋮ Volume growth and escape rate of symmetric diffusion processes ⋮ Volume Growth and Escape Rate of Brownian Motion on a Cartan—Hadamard Manifold ⋮ Multilayers in a modulated stochastic game ⋮ On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process ⋮ Random observations of marked Cox processes. Time insensitive functionals

Cites Work

• On the parabolic kernel of the Schrödinger operator
• Fundamental solution of the heat equation on an arbitrary Riemannian manifold
• Heat kernel upper bounds on a complete non-compact manifold
• On-diagonal lower bounds for heat kernels and Markov chains
• Variants on the Law of the Iterated Logarithm
• A note on the isoperimetric constant
• Differential equations on riemannian manifolds and their geometric applications
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