Mean exit times from submanifolds with bounded mean curvature

Abstract We show that submanifolds with infinite mean exit time can not be isometrically and minimally immersed into cylinders, horocylinders, cones, and wedges of some product spaces. Our approach is not based on the weak maximum principle at infinity, and thus it permits us to generalize previous results concerning non-immersibility of stochastically complete submanifolds. We also produce estimates for the complete tower of moments for submanifolds with small mean curvature immersed into cylinders. Mathematics Subject Classification (2000): Primary 53C42, 58J65; Secondary 58C40, 60J65.