Mean Exit Time of a Diffusion Process from a Small Sphere

DOI10.2307/2044573MaRDI QIDQ3042058zbMATH OpenOpenAlexFDO

Authors Mark A. Pinsky

Publication date 1985

Full work available at URL https://doi.org/10.2307/2044573

zbMATH Keywords

scalar curvatureasymptotic expansion of the mean exit time

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Cited in

(2)

• Intrinsic Metrics on Graphs: A Survey
• Brownian motion and Riemannian geometry in the neighbourhood of a submanifold

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