Volume growth, Comparison theorem and Escape Rate of Diffusion Process
Probability
2013-10-16 v1
Abstract
We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the volume growth of the underlying state space. The method is due to Hsu and Qin [Ann. Probab., 38(4), 2010] where an upper rate function was given for Brownian motion on Riemannian manifold. In the second part, we prove a comparison theorem and give an upper rate function for diffusion process on Riemannian manifold in terms of the upper rate function for the solution process of a one dimensional stochastic differential equation.
Cite
@article{arxiv.1310.3996,
title = {Volume growth, Comparison theorem and Escape Rate of Diffusion Process},
author = {Shunxiang Ouyang},
journal= {arXiv preprint arXiv:1310.3996},
year = {2013}
}
Comments
25 pages