VOLUME GROWTH AND ESCAPE RATE OF BROWNIAN MOTION ON A COMPLETE RIEMANNIAN MANIFOLD
成果类型：
Article
署名作者：
Hsu, Elton P.; Qin, Guangnan
署名单位：
Northwestern University; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/09-AOP519
发表日期：
2010
页码：
1570-1582
关键词：
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.
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