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The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold
- Source :
- Stochastic Analysis and Applications. 22:169-191
- Publication Year :
- 2004
- Publisher :
- Informa UK Limited, 2004.
-
Abstract
- We study the asymptotic expansion in small time of the mean distance of Brownian motion on Riemannian manifolds. We compute the first four terms of the asymptotic expansion of the mean distance by using the decomposition of Laplacian into homogeneous components. This expansion can be expressed in terms of the scalar valued curvature invariants of order 2, 4, 6.
- Subjects :
- Statistics and Probability
Riemann curvature tensor
Applied Mathematics
Mathematical analysis
Riemannian manifold
Curvature
symbols.namesake
symbols
Mathematics::Differential Geometry
Statistics, Probability and Uncertainty
Asymptotic expansion
Laplace operator
Ricci curvature
Brownian motion
Mathematics
Scalar curvature
Subjects
Details
- ISSN :
- 15329356 and 07362994
- Volume :
- 22
- Database :
- OpenAIRE
- Journal :
- Stochastic Analysis and Applications
- Accession number :
- edsair.doi...........00c637450635cdff23cbe217c63b1312