Wiener functionals associated with joint distributions of exit time and position from small geodesic balls. (English) Zbl 0868.58085

The first exit time and position from small geodesic balls for Brownian motion on Riemannian manifolds are considered. A smooth Besselization technique and calculation of the asymptotic expansion for the joint distributions by a purely probabilistic approach is established.


58J65 Diffusion processes and stochastic analysis on manifolds
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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