Comparison theorems for Brownian motions on Riemannian manifolds and their applications

DOI10.1016/0047-259X(88)90034-6MaRDI QIDQ1097589zbMATH OpenWikidataFDO

Authors Kanji Ichihara

Publication date 1988

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(88)90034-6

zbMATH Keywords

law of the iterated logarithmtransition probabilities of a Brownian motion on a complete Riemannian manifold

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Strong limit theorems (60F15) General theory of stochastic processes (60G07) Brownian motion (60J65)

Review text

Lower bounds for transition probabilities of a Brownian motion on a complete Riemannian manifold are established. The bounds are transition probabilities themselves, namely of another Brownian motion on a so- called model. The result is applied to derive the law of the iterated logarithm.

Recommendations

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• Two problems concerning Brownian motion on a complete Riemannian manifold
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Cites work

• A lower bound for the heat kernel
• A strong maximum principle for weakly subparabolic functions
• Bessel diffusions as a one-parameter family of diffusion processes
• Curvature, geodesics and the Brownian motion on a Riemannian manifold II—Explosion properties
• Curvature, geodesics and the Brownian motion on a Riemannian manifold I—Recurrence properties
• Function theory on manifolds which possess a pole
• scientific article; zbMATH DE number 3484803 (Why is no real title available?)
• scientific article; zbMATH DE number 3524375 (Why is no real title available?)

Cited in

(14)

• Stochastic differential geometry: An introduction
• Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
• Diffusion processes on complete Riemannian manifolds
• Hitting probabilities for Brownian motion on Riemannian manifolds.
• Comparison results, exit time moments, and eigenvalues on Riemannian manifolds with a lower Ricci curvature bound
• Radial processes for sub-Riemannian Brownian motions and applications
• scientific article; zbMATH DE number 4135087 (Why is no real title available?)
• scientific article; zbMATH DE number 3909483 (Why is no real title available?)
• On the Conservativeness of the Brownian Motion on a Riemannian Manifold
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• Brownian Motion On A Lipschitz Riemannian Manifold Composed Of Different Materials
• Two problems concerning Brownian motion on a complete Riemannian manifold
• Brownian motions and heat kernel lower bounds on Kähler and quaternion Kähler manifolds
• Volume growth and escape rate of Brownian motion on a complete Riemannian manifold

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