scientific article; zbMATH DE number 3930002

MaRDI QIDQ3702996zbMATH OpenFDO

Authors Mark A. Pinsky

Publication date 1986

zbMATH Keywords

diffusion process on a Riemannian manifoldexit timegeodesic ballharmonic measuretubular neighbourhood

Mathematics Subject Classification ID

Global Riemannian geometry, including pinching (53C20) Diffusion processes and stochastic analysis on manifolds (58J65) Probabilistic potential theory (60J45)

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(8)

• Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
• On the independence of exit time and exit position from small geodesic balls for Brownian motion on Riemannian manifolds
• Brownian exit distributions from normal balls in \(S^ 3\times{}H^ 3\)
• Exit probability estimates for martingales in geodesic balls, using curvature
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• Mean exit times from submanifolds with bounded mean curvature
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