Mean distance of Brownian motion on a Riemannian manifold. (Q2574522)
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English | Mean distance of Brownian motion on a Riemannian manifold. |
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Mean distance of Brownian motion on a Riemannian manifold. (English)
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29 November 2005
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Let \((X_t,P_m)\) be a Brownian motion on a Riemannian manifold \(M\) starting at \(m\in M\), and let \(\gamma _t=d(X_t, m)\) be its radial part, where \(d\) is the distance induced by the Riemannian metric. The first three terms of the asymptotic expansion of the mean value \(E(\gamma ^2_{t \wedge T_\varepsilon })\) are obtained, where \(T_\varepsilon \) is the first exit time from a geodesic ball of radius \(\varepsilon \) on \(M\).
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Riemannian manifold
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Brownian motion
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