Mean Exit Time of a Diffusion Process from a Small Sphere

DOI10.2307/2044573zbMath0527.58040OpenAlexW4253170238MaRDI QIDQ3042058

Mark A. Pinsky

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2044573

zbMATH Keywords

scalar curvatureasymptotic expansion of the mean exit time

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (2)

Brownian motion and Riemannian geometry in the neighbourhood of a submanifold ⋮ Intrinsic Metrics on Graphs: A Survey

Cites Work

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