中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
VOLUME GROWTH AND ESCAPE RATE OF BROWNIAN MOTION ON A COMPLETE RIEMANNIAN MANIFOLD

文献类型:期刊论文

作者Hsu, Elton P.1; Qin, Guangnan2
刊名ANNALS OF PROBABILITY
出版日期2010-07-01
卷号38期号:4页码:1570-1582
关键词Complete Riemannian manifold volume growth Brownian motion escape rate
ISSN号0091-1798
DOI10.1214/09-AOP519
英文摘要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.
资助项目Chinese Academy of Sciences
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000280387200009
出版者INST MATHEMATICAL STATISTICS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/10098]  
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.

入库方式: OAI收割

来源:数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。