Analysis for Diffusion Processes on Riemannian Manifolds

This book PDF is perfect for those who love Mathematics genre, written by Feng-Yu Wang and published by World Scientific which was released on 18 May 2024 with total hardcover pages 392. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Analysis for Diffusion Processes on Riemannian Manifolds books below.

Analysis for Diffusion Processes on Riemannian Manifolds
Author : Feng-Yu Wang
File Size : 46,7 Mb
Publisher : World Scientific
Language : English
Release Date : 18 May 2024
ISBN : 9789814452656
Pages : 392 pages
Get Book

Analysis for Diffusion Processes on Riemannian Manifolds by Feng-Yu Wang Book PDF Summary

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.

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 arguments, which are crucial for further developments. Many results contained

Get Book
Diffusion Processes and Related Problems in Analysis  Volume II

During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of

Get Book
Diffusion Processes and Related Problems in Analysis

I: Diffusion Processes and General Stochastic Flows on Manifolds.- Stability and equilibrium properties of stochastic flows of diffeomorphisms.- Stochastic flows on Riemannian manifolds.- II: Special Flows and Multipoint Motions.- Isotropic stochastic flows.- The existence of isometric stochastic flows for Riemannian Brownian motions.- Time-reversal of

Get Book
Analysis and Partial Differential Equations on Manifolds  Fractals and Graphs

The book covers the latest research in the areas of mathematics that deal the properties of partial differential equations and stochastic processes on spaces in connection with the geometry of the underlying space. Written by experts in the field, this book is a valuable tool for the advanced mathematician.

Get Book
On the Geometry of Diffusion Operators and Stochastic Flows

Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative properties of stochastic flows, and analysis on path spaces of compact manifolds with diffusion

Get Book
Stochastic Analysis on Manifolds

Concerned with probability theory, Elton Hsu's study focuses primarily on the relations between Brownian motion on a manifold and analytical aspects of differential geometry. A key theme is the probabilistic interpretation of the curvature of a manifold

Get Book
Diffusion Processes and Related Problems in Analysis

Download or read online Diffusion Processes and Related Problems in Analysis written by Mark A. Pinsky, published by Springer Science & Business Media which was released on 1992. Get Diffusion Processes and Related Problems in Analysis Books now! Available in PDF, ePub and Kindle.

Get Book
An Introduction to the Analysis of Paths on a Riemannian Manifold

Hoping to make the text more accessible to readers not schooled in the probabalistic tradition, Stroock (affiliation unspecified) emphasizes the geometric over the stochastic analysis of differential manifolds. Chapters deconstruct Brownian paths, diffusions in Euclidean space, intrinsic and extrinsic Riemannian geometry, Bocher's identity, and the bundle of orthonormal frames. The

Get Book