VOLUME GROWTH AND ESCAPE RATE OF BROWNIAN MOTION ON A COMPLETE RIEMANNIAN MANIFOLD

doi:10.1214/09-AOP519

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	VOLUME GROWTH AND ESCAPE RATE OF BROWNIAN MOTION ON A COMPLETE RIEMANNIAN MANIFOLD
	Hsu, Elton P.1; Qin, Guangnan 2
	2010-07-01
发表期刊	ANNALS OF PROBABILITY
ISSN	0091-1798
卷号	38 期号:4 页码:1570-1582
摘要	We give an effective upper escape rate function for Brownian motion on a complete Riemannian manifold in terms of the volume growth of the manifold. An important step in the work is estimating the small tail probability of the crossing time between two concentric geodesic spheres by reflecting Brownian motions on the larger geodesic ball.
关键词	Complete Riemannian manifold volume growth Brownian motion escape rate
DOI	10.1214/09-AOP519
语种	英语
资助项目	Chinese Academy of Sciences
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000280387200009
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/10099
专题	中国科学院数学与系统科学研究院
通讯作者	Hsu, Elton P.
作者单位	1.Northwestern Univ, Dept Math, Evanston, IL 60208 USA 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Hsu, Elton P.,Qin, Guangnan. VOLUME GROWTH AND ESCAPE RATE OF BROWNIAN MOTION ON A COMPLETE RIEMANNIAN MANIFOLD[J]. ANNALS OF PROBABILITY,2010,38(4):1570-1582.
APA	Hsu, Elton P.,&Qin, Guangnan.(2010).VOLUME GROWTH AND ESCAPE RATE OF BROWNIAN MOTION ON A COMPLETE RIEMANNIAN MANIFOLD.ANNALS OF PROBABILITY,38(4),1570-1582.
MLA	Hsu, Elton P.,et al."VOLUME GROWTH AND ESCAPE RATE OF BROWNIAN MOTION ON A COMPLETE RIEMANNIAN MANIFOLD".ANNALS OF PROBABILITY 38.4(2010):1570-1582.