Comparison theorems for Brownian motions on Riemannian manifolds and their applications

Kanji Ichihara

Journal of Multivariate Analysis, 1988, vol. 24, issue 2, 177-188

Abstract: A global lower estimate for the transition probability of the Brownian motion on a complete Riemannian manifold is given in the form of a comparison with the transition probability of the Brownian motion on a model. This estimate is applied to obtain the laws of the iterated logarithms in the large for Brownian motion on certain Riemannian manifolds.

Keywords: Brownian; motion; complete; Riemannian; manifold; model; radial; Ricci; curvature; the; laws; of; the; iterated; logarithms (search for similar items in EconPapers)
Date: 1988
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