Brownian motion and the distance to a submanifold

DOI10.1007/S11118-016-9553-2MaRDI QIDQ334903zbMATH OpenOpenAlexWikidataFDO

Authors James Thompson

Publication date 1 November 2016

Published in Potential Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

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)

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.

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• scientific article; zbMATH DE number 2226686

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Cited in

(4)

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

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