Consider the first exit time and position from small geodesic balls
for Brownian motion on Riemannian manifolds. We establish a smooth
Besselization technique and calculate the asymptotic expansion for the joint
distributions by a purely probabilistic approach.
Publié le : 1996-04-14
Classification:
Brownian motion,
Riemannian manifold,
Wiener functional,
exit time,
exit position,
58G32,
60H10
@article{1039639363,
author = {Hara, Keisuke},
title = {Wiener functionals associated with joint distributions of exit
time and position from small geodesic balls},
journal = {Ann. Probab.},
volume = {24},
number = {2},
year = {1996},
pages = { 825-837},
language = {en},
url = {http://dml.mathdoc.fr/item/1039639363}
}
Hara, Keisuke. Wiener functionals associated with joint distributions of exit
time and position from small geodesic balls. Ann. Probab., Tome 24 (1996) no. 2, pp. 825-837. http://gdmltest.u-ga.fr/item/1039639363/