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 here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary.

Year

2013

Language

English

Publisher

World Scientific Publishing Co Pte Ltd

Editions

4

Pages

376

ISBN

9789814452649

Data source: Wikidata