Wiener functionals associated with joint distributions of exit time and position from small geodesic balls

成果类型:
Article
署名作者:
Hara, K
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
1996
页码:
825-837
关键词:
摘要:
Consider the first exit time and position from small geodesic balls for Brownian motion on Riemannian manifolds. We establish a smooth Besselization technique and calculate the asymptotic expansion for the joint distributions by a purely probabilistic approach.