On the mean first arrival time of Brownian particles on Riemannian manifolds (Q2027563)
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English | On the mean first arrival time of Brownian particles on Riemannian manifolds |
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On the mean first arrival time of Brownian particles on Riemannian manifolds (English)
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27 May 2021
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The paper under review develops an approach to computing an asymptotic expansion of mean first arrival time for Brownian particles on 3-dimensional compact Riemannian manifolds with boundary. This approach is based on geometric microlocal techniques. The present results could be regarde as a 3-dimensional version of earlier results on planar domains obtained by \textit{H. Ammari} et al. [ibid. (9) 97, No. 1, 66--84 (2012; Zbl 1252.35116)].
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narrow escape problem
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mean sojourn time
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Brownian motion
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