Volume growth and escape rate of Brownian motion on a complete Riemannian manifold

DOI10.1214/09-AOP519zbMath1200.58022arXiv1010.3596OpenAlexW3097979821WikidataQ115240891 ScholiaQ115240891MaRDI QIDQ989188

Elton P. Hsu, Guangnan Qin

Publication date: 30 August 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.3596

zbMATH Keywords

Brownian motionvolume growthcomplete Riemannian manifoldescape ratecrossing timesmall tail probability

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (11)

The Brownian traveller on manifolds ⋮ On the upper rate functions of some time inhomogeneous diffusion processes ⋮ New Laplacian comparison theorem and its applications to diffusion processes on Riemannian manifolds ⋮ Upper escape rate of Markov chains on weighted graphs ⋮ Upper escape rate for weighted graphs via metric graphs ⋮ Rate functions for symmetric Markov processes via heat kernel ⋮ Escape rate of Markov chains on infinite graphs ⋮ Nonexplosion criteria for relativistic diffusions ⋮ Intrinsic Metrics on Graphs: A Survey ⋮ Volume growth and escape rate of symmetric diffusion processes ⋮ Escape rate of symmetric jump-diffusion processes

Cites Work

• Heat semigroup on a complete Riemannian manifold
• The radial part of Brownian motion on a manifold: A semimartingale property
• Range of fluctuation of Brownian motion on a complete Riemannian manifold
• On a martingale method for symmetric diffusion processes and its applications
• Volume Growth and Escape Rate of Brownian Motion on a Cartan—Hadamard Manifold
• On the Conservativeness of the Brownian Motion on a Riemannian Manifold
• Bessel diffusions as a one-parameter family of diffusion processes
• Escape rate of brownian motion on riemanian manifolds
• On Hardy-Littlewood Inequality for Brownian Motion on Riemannian Manifolds
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