Title: Analysis for Diffusion Processes on Riemannian Manifolds (Advanced Statistical Science and Applied Probability)
Publisher: World Scientific Pub Co Inc
Publication Date: 2013
Language: English
ISBN 10: 9814452645
ISBN 13: 9789814452649
Binding: Hardcover
Condition: New

About this title

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.

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