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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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Detalles Bibliográficos
Autor Principal: Wang, Feng-Yu
Formato: Printed Book
Idioma:English
Publicado: New Jersey: World Scientific, 2014.
Series:Advanced series on statistical science & applied probability, v. 18
Subjects:
Table of 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.