{ "id": "1310.3996", "version": "v1", "published": "2013-10-15T10:37:04.000Z", "updated": "2013-10-15T10:37:04.000Z", "title": "Volume growth, Comparison theorem and Escape Rate of Diffusion Process", "authors": [ "Shunxiang Ouyang" ], "comment": "25 pages", "categories": [ "math.PR" ], "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.", "revisions": [ { "version": "v1", "updated": "2013-10-15T10:37:04.000Z" } ], "analyses": { "subjects": [ "58J65", "60J60", "31C25" ], "keywords": [ "upper rate function", "diffusion process", "escape rate", "volume growth", "comparison theorem" ], "note": { "typesetting": "TeX", "pages": 25, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2013arXiv1310.3996O" } } }