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 argument
Analysis for diffusion processes on Riemannian manifolds
โ Scribed by Wang, Feng-Yu
- Publisher
- World Scientific
- Year
- 2014
- Tongue
- English
- Leaves
- 392
- Series
- Advanced series on statistical science et applied probability 18
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Diffusion Processes on Riemannian Manifolds
Reflecting Diffusion Processes on Riemannian Manifolds with Boundary
Coupling and Applications
Harnack Inequalities and Applications
Functional Inequalities and Applications
Formulae for the Curvature and Second Fundamental Form
Equivalent Semigroup Inequalities for the Lower Bounds of Curvature and Second Fundamental Form
Modified Curvature and Applications
Robin Semigroup and Applications
Stochastic Analysis on the Path Space Over Manifolds with Boundary
Subelliptic Diffusion Processes.
โฆ Subjects
Diffusionsprozess;Riemannscher Raum;Stochastische Analysis
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