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

Author/creator Wang, Feng-Yu.
Format Electronic
Publication InfoSingapore ; Hackensack, N.J. : World Scientific Pub. Co., [2014]
Descriptionxii, 379 pages ; 24 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects
Riemannian manifolds.
Diffusion processes.

SeriesAdvanced series on statistical science & applied probability, 1793-091X ; v. 18
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.
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.
Bibliography noteIncludes bibliographical references (pages 365-375) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2013481307
ISBN9814452645 (cloth)
ISBN9789814452649 (cloth)