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Analysis for diffusion processes on ...

Wang, Feng-Yu,

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Analysis for diffusion processes on Riemannian manifolds /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Analysis for diffusion processes on Riemannian manifolds // Feng-Yu Wang.
Author:	Wang, Feng-Yu,
Published:	Singapore ;World Scientific Pub. Co., : c2014.,
Description:	xii, 379 p. ;24 cm.
[NT 15003449]:	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.
Subject:	Riemannian manifolds. -
ISBN:	9814452645

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

Analysis for diffusion processes on Riemannian manifolds /Feng-Yu Wang. - Singapore ;World Scientific Pub. Co.,c2014. - xii, 379 p. ;24 cm. - Advanced series on statistical science & applied probability,v. 181793-091X ;.

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.

ISBN: 9814452645

LCCN: 2013481307Subjects--Topical Terms:

540526
Riemannian manifolds.

LC Class. No.: QA649 / .W36 2014

Dewey Class. No.: 516.373

Analysis for diffusion processes on Riemannian manifolds /
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245 1 0 $a Analysis for diffusion processes on Riemannian manifolds / $c Feng-Yu Wang.
260 # $a Singapore ; $a Hackensack, N.J. : $b World Scientific Pub. Co., $c c2014.
300 $a xii, 379 p. ; $c 24 cm.
490 0 $a Advanced series on statistical science & applied probability, $x 1793-091X ; $v v. 18
504 $a Includes bibliographical references (pages 365-375) and index.
505 0 # $a 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.
520 3 $a 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.
650 # 0 $a Riemannian manifolds. $3 540526
650 # 0 $a Diffusion processes. $3 648159
650 # 7 $a Diffusionsprozess. $2 gnd $3 3831169
650 # 7 $a Riemannscher Raum. $2 gnd $3 3831170
650 # 7 $a Stochastische Analysis. $2 gnd $3 3831171