Range of fluctuation of Brownian motion on a complete Riemannian manifold
From MaRDI portal
Publication:1307088
DOI10.1214/aop/1022855412zbMath0934.58023WikidataQ115240753 ScholiaQ115240753MaRDI QIDQ1307088
Alexander Grigor'yan, M. Ya. Kel'bert
Publication date: 10 April 2000
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022855412
Brownian motion; Ricci curvature; law of the iterated logarithm; heat kernel; escape rate; complete noncompact Riemannian manifold; range of fluctuation
60F15: Strong limit theorems
60G17: Sample path properties
58J65: Diffusion processes and stochastic analysis on manifolds
58J35: Heat and other parabolic equation methods for PDEs on manifolds
Related Items
On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process, Rate functions for symmetric Markov processes via heat kernel, Volume growth and escape rate of Brownian motion on a complete Riemannian manifold, Multilayers in a modulated stochastic game, On the sample paths of Brownian motions on compact infinite dimensional groups, Random observations of marked Cox processes. Time insensitive functionals, On fluctuations of a multivariate random walk with some applications to stock options trading and hedging, Volume growth and escape rate of symmetric diffusion processes, Deviation inequalities and the law of iterated logarithm on the path space over a loop group, Random Walk Analysis in Antagonistic Stochastic Games, Volume Growth and Escape Rate of Brownian Motion on a Cartan—Hadamard Manifold
Cites Work
- On the parabolic kernel of the Schrödinger operator
- Fundamental solution of the heat equation on an arbitrary Riemannian manifold
- Heat kernel upper bounds on a complete non-compact manifold
- On-diagonal lower bounds for heat kernels and Markov chains
- Variants on the Law of the Iterated Logarithm
- A note on the isoperimetric constant
- Differential equations on riemannian manifolds and their geometric applications
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item