Wiener functionals associated with joint distributions of exit time and position from small geodesic balls

DOI10.1214/AOP/1039639363MaRDI QIDQ2563934zbMATH OpenOpenAlexFDO

Authors Keisuke Hara

Publication date 6 January 1997

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1039639363

zbMATH Keywords

Brownian motionRiemannian manifolds

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

The first exit time and position from small geodesic balls for Brownian motion on Riemannian manifolds are considered. A smooth Besselization technique and calculation of the asymptotic expansion for the joint distributions by a purely probabilistic approach is established.

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Cites work

• Hitting distributions of small geodesic spheres
• scientific article; zbMATH DE number 4015838 (Why is no real title available?)
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• scientific article; zbMATH DE number 44375 (Why is no real title available?)
• On the independence of exit time and exit position from small geodesic balls for Brownian motion on Riemannian manifolds

Cited in

(1)

• scientific article; zbMATH DE number 4119311 (Why is no real title available?)

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