Analysis for Diffusion Processes on Riemannian Manifolds (Advanced Statistical Science and Applied Probability)

Wang Feng-Yu

ISBN 10: 9814452645 / ISBN 13: 9789814452649

Editore: World Scientific Pub Co Inc, 2013

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Codice articolo ABNR-114438

Dati bibliografici

• Titolo: Analysis for Diffusion Processes on Riemannian Manifolds (Advanced Statistical Science and Applied Probability)
• Editore: World Scientific Pub Co Inc
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 9814452645
• ISBN 13: 9789814452649
• Rilegatura: Rilegato
• Condizione: New

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Riassunto

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.