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...

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Bibliografski detalji
Glavni autor: Wang, Feng-Yu
Format: Printed Book
Jezik:English
Izdano: New Jersey: World Scientific, 2014.
Serija:Advanced series on statistical science & applied probability, v. 18
Teme:
Riemannian manifolds.
Diffusion processes.
Diffusionsprozess.
Riemannscher Raum.
Stochastische Analysis.
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100 1 |a Wang, Feng-Yu, 
245 1 0 |a Analysis for diffusion processes on Riemannian manifolds /  |c Feng-Yu Wang. 
260 |a New Jersey:  |b World Scientific,  |c 2014. 
300 |a xii, 379 pages ;  |c 24 cm. 
490 0 |a Advanced series on statistical science & applied probability,  |x 1793-091X ;  |v v. 18 
504 |a Includes bibliographical references (pages 365-375) and index. 
505 0 |a 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. 
520 3 |a 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. 
650 0 |a Riemannian manifolds. 
650 0 |a Diffusion processes. 
650 7 |a Diffusionsprozess.  |2 gnd 
650 7 |a Riemannscher Raum.  |2 gnd 
650 7 |a Stochastische Analysis.  |2 gnd 
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