scientific article; zbMATH DE number 3930073

MaRDI QIDQ3703053zbMATH OpenFDO

Authors Mark A. Pinsky

Publication date 1985

zbMATH Keywords

local stochastic differential geometrymean exit timestochastic Taylor formula

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Brownian motion (60J65)

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(21)

• On geometric and stochastic mean values for small geodesic spheres in Riemannian manifolds
• Exit probability estimates for martingales in geodesic balls, using curvature
• On the mean first arrival time of Brownian particles on Riemannian manifolds
• Wiener functionals associated with joint distributions of exit time and position from small geodesic balls
• On the mean exit time for compact symmetric spaces
• Certain calculation regarding the Brownian motion on the sphere
• Brownian Motion of an Ellipsoid
• Intrinsic and extrinsic measurement for Brownian motion
• Moments of hitting time of geodesic sphere by Brownian motion on Riemannian manifolds
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• Isoperimetric conditions, Poisson problems, and diffusions in Riemannian manifolds
• Comparison of exit moment spectra for extrinsic metric balls
• Brownian motion, exit times and stochastic Riemannian geometry
• Is Brownian motion sensitive to geometry fluctuations?

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