Brownian motion, exit times and stochastic Riemannian geometry

DOI10.1016/0378-4754(84)90009-0zbMATH Open0549.58034OpenAlexW2035273394WikidataQ115363203 ScholiaQ115363203MaRDI QIDQ800007FDOQ800007

Mark A. Pinsky

Publication date: 1984

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(84)90009-0

zbMATH Keywords

momentsBrownian motionfirst exit timeLaplacianRicci curvatureRiemannian manifoldEinsteinAsymptotic expansionsstochastic differential geometry

Mathematics Subject Classification ID

Brownian motion (60J65) Global Riemannian geometry, including pinching (53C20) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• Théoremes de comparaison en géométrie Riemannienne
• Relative densities of semimartingales
• A generalization of Dynkin's identity and some applications
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (5)

• Maximizing mean exit-time of the Brownian motion on Riemannian manifolds
• Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
• Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces
• Stability of geodesics in the Brownian map
• Exit time moments, boundary value problems, and the geometry of domains in Euclidean space

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