ANALYSIS FOR DIFFUSION PROCESSES ON RIEMANNIAN MANIFOLDS - ADVANCED SERIES ON STATISTICAL SCIENCE & APPLIED PROBABILITY 18

FENG-YU WANG

ISBN 10: 9814452645 / ISBN 13: 9789814452649

Published by World Scientific Pub Co Inc, 2013

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Synopsis:

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.

From the Back Cover: 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.

Bibliographic Details

Title: ANALYSIS FOR DIFFUSION PROCESSES ON ...
Publisher: World Scientific Pub Co Inc
Publication Date: 2013
Binding: Hardcover
Condition: Brand New