Volume growth and escape rate of Brownian motion on a complete Riemannian manifold

Elton P Hsu, Guangnan Qin

Research output: Contribution to journalArticle

11 Scopus citations

Abstract

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.
Original languageEnglish
Pages (from-to)1570
JournalAnnals of Probability
Volume38
StatePublished - 2010

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