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scientific article; zbMATH DE number 16691
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scientific article; zbMATH DE number 16691 |
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26 June 1992
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survey
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Brownian motion on a manifold
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Riemannian geometry
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distribution of exit times
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Riemannian invariants
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existence of isometric stochastic flows
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stochastic flows
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symmetric spaces
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0.8206963539123535
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0.8029776215553284
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[For the entire collection see Zbl 0724.00019.] This article surveys, with at most sketch proofs, a number of topics relating Brownian motion on a manifold to the Riemannian geometry. Those topics include the distribution of exit times and Riemannian invariants, pushing down and pulling back Brownian motions in totally geodesic fibrations, the existence of isometric stochastic flows and stochastic flows on symmetric spaces.
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