scientific article; zbMATH DE number 16691
Brownian motion on a manifolddistribution of exit timesexistence of isometric stochastic flowsRiemannian geometryRiemannian invariantsstochastic flowssurveysymmetric spaces
Research exposition (monographs, survey articles) pertaining to differential geometry (53-02) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Differential geometry of symmetric spaces (53C35) Research exposition (monographs, survey articles) pertaining to global analysis (58-02) Diffusion processes and stochastic analysis on manifolds (58J65) Geometric probability and stochastic geometry (60D05) Brownian motion (60J65)
[For the entire collection see Zbl 0724.00019.] This article surveys, with at most sketch proofs, a number of topics relating Brownian motion on a manifold to the Riemannian geometry. Those topics include the distribution of exit times and Riemannian invariants, pushing down and pulling back Brownian motions in totally geodesic fibrations, the existence of isometric stochastic flows and stochastic flows on symmetric spaces.
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