Analysis for Diffusion Processes on Riemannian Manifolds |
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Author:
| Wang, Feng-Yu |
Series title: | Advanced Series on Statistical Science and Applied Probability Ser. |
ISBN: | 978-1-306-12029-6 |
Publication Date: | Jan 2013 |
Publisher: | World Scientific Publishing Co Pte Ltd
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Book Format: | Ebook |
List Price: | USD $179.00 |
Book Description:
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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 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...
More Description
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 Processes
Readership: Graduate students, researchers and professionals in probability theory, differential geometry and partial differential equations.