Analysis for diffusion processes on Riemannian manifolds / Feng-Yu Wang.

By:

Wang, Feng-Yu

Material type: Text

TextSeries: Advanced series on statistical science & applied probability ; v 18Publication details: Singapore : World Scientific, c2014.Description: xii, 379 p. ; 24 cmISBN:

9789814452649 (cloth)

Subject(s):

DDC classification:

516.373 23 W246

Contents:

1. Preliminaries -- 2. Diffusion processes on Riemannian manifolds without boundary -- 3. Reflecting diffusion processes on manifolds with boundary -- 4. Stochastic analysis on path space over manifolds with boundary -- 5. Subelliptic diffusion processes-- Bibliography-- Index.

Abstract: 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.

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	516.373 W246 (Browse shelf(Opens below))	Available		135476

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Previous	516.373 Sa159 Riemannian geometry and holonomy groups	516.373 T164 Curvature and topology of Riemannian manifolds	516.373 T964 Moduli spaces of riemannian metrics /	516.373 W246 Analysis for diffusion processes on Riemannian manifolds /	516.373 W362 Introduction to Riemannian geometry and the tensor calculus	516.373 W362 Introduction to Riemannian geometry and the tensor calculus	516.373 W362 Introduction to Riemannian geometry and the tensor calculus	Next

Includes bibliographical references (pages 365-375) and index.

1. Preliminaries --
2. Diffusion processes on Riemannian manifolds without boundary --
3. Reflecting diffusion processes on manifolds with boundary -- 4. Stochastic analysis on path space over manifolds with boundary --
5. Subelliptic diffusion processes--

Bibliography--
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.

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