Brownian motion, exit times and stochastic Riemannian geometry

DOI10.1016/0378-4754(84)90009-0MaRDI QIDQ800007zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3826857 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• A generalization of Dynkin's identity and some applications
• Relative densities of semimartingales
• Théoremes de comparaison en géométrie Riemannienne

Cited in

(21)

• Mean distance of Brownian motion on a Riemannian manifold.
• Comparison of exit moment spectra for extrinsic metric balls
• Isoperimetric conditions, Poisson problems, and diffusions in Riemannian manifolds
• Is Brownian motion sensitive to geometry fluctuations?
• Brownian motion on Perelman's almost Ricci-flat manifold
• On the mean first arrival time of Brownian particles on Riemannian manifolds
• scientific article; zbMATH DE number 3930002 (Why is no real title available?)
• Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
• scientific article; zbMATH DE number 4088670 (Why is no real title available?)
• Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces
• Maximizing mean exit-time of the Brownian motion on Riemannian manifolds
• Stability of geodesics in the Brownian map
• Exit times, moment problems and comparison theorems
• scientific article; zbMATH DE number 3930073 (Why is no real title available?)
• scientific article; zbMATH DE number 4098367 (Why is no real title available?)
• Curvature Conditions on Riemannian Manifolds with Brownian Harmonicity Properties
• On geometric and stochastic mean values for small geodesic spheres in Riemannian manifolds
• On the independence of exit time and exit position from small geodesic balls for Brownian motion on Riemannian manifolds
• scientific article; zbMATH DE number 16691 (Why is no real title available?)
• Exit time moments, boundary value problems, and the geometry of domains in Euclidean space
• The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold

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