Raman Research Institute Library OPAC

Raman Research Institute Library OPAC

Amazon cover image
Image from Amazon.com

Analysis for diffusion processes on Riemannian manifolds / Feng-Yu Wang.

By: Material type: TextTextSeries: Advanced series on statistical science & applied probability ; v. 18Publisher: Singapore ; Hackensack, N.J. : World Scientific Pub. Co., [2014]Copyright date: ©2014Description: xii, 379 pages ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9789814452649 (cloth)
Subject(s): DDC classification:
  • 516.373 23
LOC classification:
  • QA649 .W36 2014
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.
Abstract: 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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Status Date due Barcode
Books Books Raman Research Institute Library 514.764.2 WAN (Browse shelf(Opens below)) Available 28229

Includes bibliographical references (pages 365-375) and index.

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.

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.

There are no comments on this title.

to post a comment.
Maintained by RRI Library