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

Hara, Keisuke

Ann. Probab. 24, No. 2, 825-837 (1996).

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.

Reviewer: S.Eloshvili (Tbilisi)

MSC:

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

Keywords:

Brownian motion; Riemannian manifolds

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