ENGLISH

Analysis for Diffusion Processes on Riemannian Manifolds : Advanced Series on Statistical Science and Applied Probability

By Feng-Yu Wang

Book information

Publisher
World Scientific Publishing Company
Year
2013
ISBN
9814452645, 9789814452649
Language
english
Format
PDF
Filesize
2 MB (2122004 bytes)
Edition
1
Pages
392\392
Scanned
yes
Time added
2015-07-22 20:41:56
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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. Readership: Graduate students, researchers and professionals in probability theory, differential geometry and partial differential equations.

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