Reference : Brownian motion and the distance to a submanifold
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
Brownian motion and the distance to a submanifold
Thompson, James mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Potential Analysis
Yes (verified by ORBilu)
The Netherlands
[en] Brownian motion ; submanifold ; local time ; tube ; distance
[en] We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian comparison theorem, a characterization of local time on a hypersurface which includes a formula for the mean local time, an exit time estimate for tubular neighbourhoods and a concentration inequality. We derive the concentration inequality using moment estimates to obtain an exponential bound, which holds under fairly general assumptions and which is sufficiently sharp to imply a comparison theorem. We provide numerous examples throughout. Further applications will feature in a subsequent article, where we see how the main results and methods presented here can be applied to certain study objects which appear naturally in the theory of submanifold bridge processes.
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