Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds (Q4235482)
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scientific article; zbMATH DE number 1267648
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| English | Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds |
scientific article; zbMATH DE number 1267648 |
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Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds (English)
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22 March 1999
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Riemannian manifold
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heat kernel
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Gaussian bounds
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isoperimetric inequality
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recurrence
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nonexplosion property
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Brownian motion
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0.7945383191108704
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0.7641304731369019
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In this very interesting review article, the author studies various probabilistic and analytic criteria for recurrence and the nonexplosion property of Brownian motion on a Riemannian manifold. For example, recurrence is characterized in terms of a fundamental solution to the Laplace equation, superharmonic functions, capacities, the heat kernel, the Liouville property for a certain Schrödinger equation and, finally, the Brownian motion is recurrent if and only if the manifold is of parabolic type. In a similar way, the nonexplosion property is related to various analytic properties of the heat equation and the geometry of the manifold. For example, the explosion property is related to the rate of growth of the Riemannian volume. To give a feeling of the scope of this review, we add a sample of titles from the Contents: Parabolicity and volume growth, Transience and isoperimetric inequalities, Faber-Krahn inequality and transience, Transience on manifolds with a pole, Harmonic functions on manifolds with ends, Curvature and comparison theorems, Heat kernel's lower bounds and recurrence of \(\alpha\)-processes, Escape rate as a measure of transience. The paper also contains a list of open problems.
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