Range of fluctuation of Brownian motion on a complete Riemannian manifold

DOI10.1214/aop/1022855412zbMath0934.58023WikidataQ115240753 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 motion; Ricci curvature; law of the iterated logarithm; heat kernel; escape rate; complete noncompact Riemannian manifold; range of fluctuation

Mathematics Subject Classification ID

60F15: Strong limit theorems

60G17: Sample path properties

58J65: Diffusion processes and stochastic analysis on manifolds

58J35: Heat and other parabolic equation methods for PDEs on manifolds

Related Items

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

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
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item