Stochastic Taylor Formulas and Riemannian Geometry

Mark A. Pinsky

Research output: Chapter in Book/Report/Conference proceedingConference contribution


Let (Xt, Px) be the standard Brownian motion on a complete Riemannian manifold. We investigate the asymptotic behavior of the moments of the exit time from a geodesic ball when the radius tends to zero. This is combined with a "stochastic Taylor formula" to obtain a new expansion for the mean value of a function on the boundary of a geodesic ball.

Original languageEnglish (US)
Title of host publicationMalliavin Calculus and Stochastic Analysis
Subtitle of host publicationA Festschrift in Honor of David Nualart
PublisherSpringer New York LLC
Number of pages15
ISBN (Print)9781461459057
StatePublished - Jan 1 2013

ASJC Scopus subject areas

  • Mathematics(all)


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