WIENER FUNCTIONALS ASSOCIATED WITH JOINT DISTRIBUTIONS OF EXIT TIME AND POSITION FROM SMALL GEODESIC BALLS

Hara K.

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WIENER FUNCTIONALS ASSOCIATED WITH JOINT DISTRIBUTIONS OF EXIT TIME AND POSITION FROM SMALL GEODESIC BALLS

机译：小测地球出射时间和位置的联合分布的维纳函数

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摘要

Consider the first exit time and position from small geodesic balls for Brownian motion on Riemannian manifolds. We establish a smooth Besselization technique and calculate the asymptotic expansion for the joint distributions by a purely probabilistic approach. [References: 7]

机译：考虑小测地球在黎曼流形上的布朗运动的第一个出口时间和位置。我们建立了一个光滑的贝塞尔化技术，并通过一种纯概率方法来计算关节分布的渐近展开。 [参考：7]

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《The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics》 |1996年第2期|共13页
作者
Hara K.;
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正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
Brownian motion; Riemannian manifold; Wiener functional; Exit time; Exit position;

机译：布朗运动;黎曼流形;维纳函数;退出时间;退出位置;

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专利

1. WIENER FUNCTIONALS ASSOCIATED WITH JOINT DISTRIBUTIONS OF EXIT TIME AND POSITION FROM SMALL GEODESIC BALLS [J] . Hara K. The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics . 1996,第2期

机译：小测地球出射时间和位置的联合分布的维纳函数
2. Random walks crossing curved boundaries: A functional limit theorem, stability and asymptotic distributions for exit times and positions [J] . Doney RA., Maller RA. Advances in applied probability . 2000,第4期

机译：穿越弯曲边界的随机游走：出口时间和位置的功能极限定理，稳定性和渐近分布
3. Some Explicit Distributions Related to the First Exit Time from a Bounded Interval for Certain Functionals of Brownian Motion [J] . Aimé Lachal Journal of Theoretical Probability . 2006,第4期

机译：与某些布朗运动功能的有界区间的首次退出时间相关的一些显式分布
4. On the Bellman equation for control problems with exit times and unbounded cost functionals [C] . Malisoff, M. . 1999

机译：关于具有退出时间和无穷大成本函数的控制问题的Bellman方程
5. Volume growth of left invariant sub-Riemannian geodesic balls in simply connected solvable Lie groups [D] . Bayrooti, Afshin 1997

机译：简单连接的可解李群中左不变黎曼次测球的体积增长
6. Effect of ball position on the risk of injury to the lower limb joints during the hockey sweep pass in women [O] . Jasmine N Aikman, Graham P Arnold, Sadiq Nasir, 2019

机译：女子曲棍球扫打过程中持球位置对下肢关节受伤风险的影响
7. Wiener functionals associated with joint distributions of exit time and position from small geodesic balls [O] . Keisuke Hara 1996

机译：与出口时间和小型测地球的位置相关联的维纳功能
8. Multiple Wiener Integrals and Nonlinear Functionals of a Nuclear Space Valued Wiener Process [R] . Perez-Abreu, V. 1986

机译：核空间值Wiener过程的多维纳积分与非线性泛函

WIENER FUNCTIONALS ASSOCIATED WITH JOINT DISTRIBUTIONS OF EXIT TIME AND POSITION FROM SMALL GEODESIC BALLS

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