Mean exit time of a diffusion process from a small sphere

Mark A. Pinsky

doi:10.1090/S0002-9939-1985-0766547-5

Mean exit time of a diffusion process from a small sphere

Mark A. Pinsky^*

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

The first two nonzero terms in the asymptotic expansion of the mean exit time from a small sphere are expressed in terms of the radius, the scalar curvature of the Riemannian metric and the vector field which defines the drift in the infinitesimal generator.

Original language	English (US)
Pages (from-to)	157-158
Number of pages	2
Journal	Proceedings of the American Mathematical Society
Volume	93
Issue number	1
DOIs	https://doi.org/10.1090/S0002-9939-1985-0766547-5
State	Published - Jan 1985

Keywords

Diffusion process
Mean exit time

ASJC Scopus subject areas

Mathematics(all)
Applied Mathematics

Access to Document

10.1090/S0002-9939-1985-0766547-5

Fingerprint Dive into the research topics of 'Mean exit time of a diffusion process from a small sphere'. Together they form a unique fingerprint.

Cite this

@article{2f08d9eca87942e5bb9ebf1b2b4f8545,

title = "Mean exit time of a diffusion process from a small sphere",

abstract = "The first two nonzero terms in the asymptotic expansion of the mean exit time from a small sphere are expressed in terms of the radius, the scalar curvature of the Riemannian metric and the vector field which defines the drift in the infinitesimal generator.",

keywords = "Diffusion process, Mean exit time",

author = "Pinsky, {Mark A.}",

year = "1985",

month = jan,

doi = "10.1090/S0002-9939-1985-0766547-5",

language = "English (US)",

volume = "93",

pages = "157--158",

journal = "Proceedings of the American Mathematical Society",

issn = "0002-9939",

publisher = "American Mathematical Society",

number = "1",

}

TY - JOUR

T1 - Mean exit time of a diffusion process from a small sphere

AU - Pinsky, Mark A.

PY - 1985/1

Y1 - 1985/1

N2 - The first two nonzero terms in the asymptotic expansion of the mean exit time from a small sphere are expressed in terms of the radius, the scalar curvature of the Riemannian metric and the vector field which defines the drift in the infinitesimal generator.

AB - The first two nonzero terms in the asymptotic expansion of the mean exit time from a small sphere are expressed in terms of the radius, the scalar curvature of the Riemannian metric and the vector field which defines the drift in the infinitesimal generator.

KW - Diffusion process

KW - Mean exit time

UR - http://www.scopus.com/inward/record.url?scp=84968476638&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84968476638&partnerID=8YFLogxK

U2 - 10.1090/S0002-9939-1985-0766547-5

DO - 10.1090/S0002-9939-1985-0766547-5

M3 - Article

AN - SCOPUS:84968476638

VL - 93

SP - 157

EP - 158

JO - Proceedings of the American Mathematical Society

JF - Proceedings of the American Mathematical Society

SN - 0002-9939

IS - 1

ER -

Mean exit time of a diffusion process from a small sphere

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Cite this