Analysis for diffusion processes on Riemannian manifolds:

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 argument...

Full description

Saved in:
Bibliographic Details
Main Author: Wang, Feng-Yu (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Pub. Co. c2014
Series:Advanced series on statistical science & applied probability v. 18
Subjects:
Online Access:FHN01
Volltext
Summary: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
Physical Description:xii, 379 p
ISBN:9789814452656

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text