Recurrence and transience for normally reflected Brownian motion in warped product manifolds

DOI10.1142/S0219493719500138zbMath1417.58027arXiv1607.05646OpenAlexW2964037348MaRDI QIDQ5384778

Levi Lopes de Lima

Publication date: 25 June 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.05646

zbMATH Keywords

Lyapunov functionswarped product manifoldsreflected Brownian motionrecurrence/transience dichotomy

Mathematics Subject Classification ID

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

Cites Work

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• Transcience/recurrence for normally reflected Brownian motion in unbounded domains
• Multiplicative functional for the heat equation on manifolds with boundary.
• A Feynman-Kac formula for differential forms on manifolds with boundary and geometric applications
• The Semimartingale Structure of Reflecting Brownian Motion
• Stochastic differential equations with reflecting boundary conditions
• Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds
• Analysis and Geometry of Markov Diffusion Operators
• Diffusion processes with boundary conditions

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