Brownian motion and the distance to a submanifold

DOI10.1007/S11118-016-9553-2zbMATH Open1353.58015arXiv1505.07445OpenAlexW2097615740WikidataQ59474171 ScholiaQ59474171MaRDI QIDQ334903FDOQ334903

Authors: James Thompson 

Publication date: 1 November 2016

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian comparison theorem, a characterization of local time on a hypersurface which includes a formula for the mean local time, an exit time estimate for tubular neighbourhoods and a concentration inequality. We derive the concentration inequality using moment estimates to obtain an exponential bound, which holds under fairly general assumptions and which is sufficiently sharp to imply a comparison theorem. We provide numerous examples throughout. Further applications will feature in a subsequent article, where we see how the main results and methods presented here can be applied to certain study objects which appear naturally in the theory of submanifold bridge processes.

Full work available at URL: https://arxiv.org/abs/1505.07445

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• scientific article; zbMATH DE number 2226686

zbMATH Keywords

distanceBrownian motionlocal timesubmanifoldtube

Mathematics Subject Classification ID

Methods of local Riemannian geometry (53B21) Diffusion processes and stochastic analysis on manifolds (58J65) Local time and additive functionals (60J55)

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Cited In (4)

• Radial processes for sub-Riemannian Brownian motions and applications
• Riemannian submersions of brownian motions
• Brownian bridges to submanifolds
• Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces

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