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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Mean exit time of a diffusion process from a small sphere
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by Mark A. Pinsky PDF
Proc. Amer. Math. Soc. 93 (1985), 157-158 Request permission

Abstract:

The first two nonzero terms in the asymptotic expansion of the mean exit time from a small sphere are expressed in terms of the radius, the scalar curvature of the Riemannian metric and the vector field which defines the drift in the infinitesimal generator.
References
  • Alfred Gray and Mark A. Pinsky, The mean exit time from a small geodesic ball in a Riemannian manifold, Bull. Sci. Math. (2) 107 (1983), no. 4, 345–370 (English, with French summary). MR 732357
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Additional Information
  • © Copyright 1985 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 93 (1985), 157-158
  • MSC: Primary 58G32; Secondary 60J60
  • DOI: https://doi.org/10.1090/S0002-9939-1985-0766547-5
  • MathSciNet review: 766547