Analysis for diffusion processes on Riemannian manifolds
Wang, Feng-Yu
Analysis for diffusion processes on Riemannian manifolds - Hackensack, N.J. : World Scientific Pub. Co., 2014 - xii, 379 pages ; 24 cm. - Advanced series on statistical science & applied probability, v. 18 1793-091X ; .
Includes bibliographical references (pages 365-375) and index.
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.
Graduate students, researchers and professionals in probability theory, differential geometry and partial differential equations.
9789814452649
Riemannian manifolds.
Diffusion processes.
Differential equations, Parabolic.
Geometry
Mathematical Analysis
514.12 / WAN-A
Analysis for diffusion processes on Riemannian manifolds - Hackensack, N.J. : World Scientific Pub. Co., 2014 - xii, 379 pages ; 24 cm. - Advanced series on statistical science & applied probability, v. 18 1793-091X ; .
Includes bibliographical references (pages 365-375) and index.
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.
Graduate students, researchers and professionals in probability theory, differential geometry and partial differential equations.
9789814452649
Riemannian manifolds.
Diffusion processes.
Differential equations, Parabolic.
Geometry
Mathematical Analysis
514.12 / WAN-A
