Volume growth and escape rate of Brownian motion on a complete Riemannian manifold

DOI10.1214/09-AOP519zbMath1200.58022arXiv1010.3596WikidataQ115240891 ScholiaQ115240891MaRDI QIDQ989188

Elton P. Hsu, Guangnan Qin

Publication date: 30 August 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.3596

zbMATH Keywords

Brownian motion; volume growth; complete Riemannian manifold; escape rate; crossing time; small tail probability

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

58J65: Diffusion processes and stochastic analysis on manifolds

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New Laplacian comparison theorem and its applications to diffusion processes on Riemannian manifolds, The Brownian traveller on manifolds, Rate functions for symmetric Markov processes via heat kernel, Nonexplosion criteria for relativistic diffusions, Upper escape rate for weighted graphs via metric graphs, Escape rate of Markov chains on infinite graphs, Upper escape rate of Markov chains on weighted graphs, Intrinsic Metrics on Graphs: A Survey, Volume growth and escape rate of symmetric diffusion processes, Escape rate of symmetric jump-diffusion processes

Cites Work

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