The radial part of Brownian motion. II: Its life and times on the cut locus

DOI10.1007/BF01292677zbMath0791.58109MaRDI QIDQ1326349

Wilfrid S. Kendall, Peter March, Michael Craig Cranston

Publication date: 14 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items

Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds, Itô correction terms for the radial parts of semimartingales on manifolds, Brownian motion and the distance to a submanifold, Radial processes on \(\mathsf{RCD}^\ast(K,N)\) spaces, Parabolicity, the divergence theorem for \(\delta\)-subharmonic functions and applications to the Liouville theorems for harmonic maps

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