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The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold

Authors :
Jong Woo Jeon
Hyun Suk Park
Yoon Tae Kim
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.

Details

ISSN :
15329356 and 07362994
Volume :
22
Database :
OpenAIRE
Journal :
Stochastic Analysis and Applications
Accession number :
edsair.doi...........00c637450635cdff23cbe217c63b1312