
This is a survey on the relations between asymptotic properties of semi- martingales and, in particular, of Brownian motion on a Riemannian manifold on the one hand and curvature properties of the manifold on the other hand. Following a brief description of real-valued semimartingales and of some essentials of calculus on manifolds, an introduction to semimartingales on manifolds is given, including the notions of \(\Gamma\)-martingales and of \(\Gamma\)-Brownian motion, where \(\Gamma\) is a connection. Another (purely deterministic) section is devoted to geodesics and curvature. After this introductory part some - mostly recent - results on relations between curvature, harmonic functions, and harmonic maps on the one hand and transience and recurrence, zero-one laws, limiting directions, the ``Brownian coupling property'', and other properties of Brownian motion on the other hand are surveyed. A sample: boundedness of the Ricci curvature from below by a quadratic polynomial of the distance function implies stochastic completeness of the manifold (i.e., Brownian motion does not explode); for this result a more or less explicit proof is provided. Conversely if the Ricci curvature decreases to -\(\infty\) too fast and if another condition on geodesics is satisfied (namely if the cut-locus is polar) then Brownian motion explodes. Finally ``other topics'' are mentioned very briefly: Malliavin calculus, stochastic flows, stochastic differential forms, small time asymptotics, Wiener sausages, stochastic Kählerian geometry.
Generalizations of martingales, Diffusion processes and stochastic analysis on manifolds, Malliavin calculus, Brownian coupling property, transience and recurrence, stochastic flows, stochastic Kählerian geometry, asymptotic properties of semi-martingales, survey, Wiener sausages, Stochastic ordinary differential equations (aspects of stochastic analysis), Ricci curvature, Brownian motion on a Riemannian manifold, Martingales and classical analysis, Brownian motion, curvature properties of the manifold, stochastic differential forms
Generalizations of martingales, Diffusion processes and stochastic analysis on manifolds, Malliavin calculus, Brownian coupling property, transience and recurrence, stochastic flows, stochastic Kählerian geometry, asymptotic properties of semi-martingales, survey, Wiener sausages, Stochastic ordinary differential equations (aspects of stochastic analysis), Ricci curvature, Brownian motion on a Riemannian manifold, Martingales and classical analysis, Brownian motion, curvature properties of the manifold, stochastic differential forms
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