Brownian motion, exit times and stochastic Riemannian geometry

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

Authors: 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

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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

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

Cited In (21)

• Mean distance of Brownian motion on a Riemannian manifold.
• On geometric and stochastic mean values for small geodesic spheres in Riemannian manifolds
• Is Brownian motion sensitive to geometry fluctuations?
• On the independence of exit time and exit position from small geodesic balls for Brownian motion on Riemannian manifolds
• The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold
• Maximizing mean exit-time of the Brownian motion on Riemannian manifolds
• On the mean first arrival time of Brownian particles on Riemannian manifolds
• Comparison of exit moment spectra for extrinsic metric balls
• Isoperimetric conditions, Poisson problems, and diffusions in 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stability of geodesics in the Brownian map
• Exit times, moment problems and comparison theorems
• Brownian motion on Perelman's almost Ricci-flat manifold
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Curvature Conditions on Riemannian Manifolds with Brownian Harmonicity Properties
• Exit time moments, boundary value problems, and the geometry of domains in Euclidean space

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