Volume growth and escape rate of Brownian motion on a complete Riemannian manifold
Hsu, Elton P. ; Qin, Guangnan
Ann. Probab., Tome 38 (2010) no. 1, p. 1570-1582 / Harvested from Project Euclid
We give an effective upper escape rate function for Brownian motion on a complete Riemannian manifold in terms of the volume growth of the manifold. An important step in the work is estimating the small tail probability of the crossing time between two concentric geodesic spheres by reflecting Brownian motions on the larger geodesic ball.
Publié le : 2010-07-15
Classification:  Complete Riemannian manifold,  volume growth,  Brownian motion,  escape rate,  58J65
@article{1278593960,
     author = {Hsu, Elton P. and Qin, Guangnan},
     title = {Volume growth and escape rate of Brownian motion on a complete Riemannian manifold},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 1570-1582},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1278593960}
}
Hsu, Elton P.; Qin, Guangnan. Volume growth and escape rate of Brownian motion on a complete Riemannian manifold. Ann. Probab., Tome 38 (2010) no. 1, pp.  1570-1582. http://gdmltest.u-ga.fr/item/1278593960/