Brownian motion, exit times and stochastic Riemannian geometry

DOI10.1016/0378-4754(84)90009-0zbMath0549.58034OpenAlexW2035273394WikidataQ115363203 ScholiaQ115363203MaRDI QIDQ800007

Mark A. Pinsky

Publication date: 1984

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(84)90009-0

zbMATH Keywords

momentsEinsteinBrownian motionRiemannian manifoldRicci curvatureLaplacianfirst exit timeAsymptotic expansionsstochastic differential geometry

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Global Riemannian geometry, including pinching (53C20)

Cites Work

• Théoremes de comparaison en géométrie Riemannienne
• Relative densities of semimartingales
• A generalization of Dynkin's identity and some applications
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