Analysis for Diffusion Processes on Riem

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Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this di…

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    Om Analysis for Diffusion Processes on Riem

    Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this direction along with new ideas and efficient arguments, which are crucial for further developments. Many results contained here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary.Contents:PreliminariesDiffusion Processes on Riemannian Manifolds without BoundaryReflecting Diffusion Processes on Manifolds with BoundaryStochastic Analysis on Path Space over Manifolds with BoundarySubelliptic Diffusion ProcessesReadership: Graduate students, researchers and professionals in probability theory, differential geometry and partial differential equations.

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    Detaljer

    Format
    E-Bok
    Filformat
    PDF
    Utgivelsesår
    2013
    Forlag
    World Scientific Publishing Co
    Språk
    Engelsk
    ISBN
    9789814452656
    Sider
    392

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