Caricamento...
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...
| Autore principale: | |
|---|---|
| Natura: | Printed Book |
| Lingua: | English |
| Pubblicazione: |
New Jersey:
World Scientific,
2014.
|
| Serie: | Advanced series on statistical science & applied probability,
v. 18 |
| Soggetti: |
Sommario:
- 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.