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Brownian Motion and the Distance to a Submanifold

机译:布朗运动与子流形的距离

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摘要

This is a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. It contains 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. The concentration inequality is derived 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.
机译:这是对布朗运动与完整黎曼流形子流形之间的距离的研究。它包含各种结果,包括从雅可比比较定理得出的距离函数的拉普拉斯不等式,超曲面上本地时间的特征,其中包括平均本地时间的公式,管状邻域的出口时间估计以及集中度不平等。浓度不等式是使用矩估计得出的,以获得指数界,该界在相当普遍的假设下成立,并且足够尖锐,可以暗示比较定理。我们始终提供许多示例。后续文章中将进一步介绍应用程序,在本文中,我们将了解如何将此处介绍的主要结果和方法应用于在子流形桥过程理论中自然出现的某些研究对象。

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