Analysis For Diffusion Processes On Riemannian Manifolds PDF Download
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Author | : Feng-Yu Wang |
Publisher | : World Scientific |
Total Pages | : 392 |
Release | : 2014 |
Genre | : Mathematics |
ISBN | : 9814452653 |
Download Analysis for Diffusion Processes on Riemannian Manifolds Book in PDF, ePub and Kindle
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.
Author | : V. Wihstutz |
Publisher | : Springer Science & Business Media |
Total Pages | : 344 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461203899 |
Download Diffusion Processes and Related Problems in Analysis, Volume II Book in PDF, ePub and Kindle
During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of North Carolina at Charlotte. Originally conceived as a regional conference for researchers in the Southeastern United States, the conference eventually drew participation from both coasts of the U. S. and from abroad. This broad-based par ticipation reflects a growing interest in the viewpoint of stochastic flows, particularly in probability theory and more generally in mathematics as a whole. While the theory of deterministic flows can be considered classical, the stochastic counterpart has only been developed in the past decade, through the efforts of Harris, Kunita, Elworthy, Baxendale and others. Much of this work was done in close connection with the theory of diffusion processes, where dynamical systems implicitly enter probability theory by means of stochastic differential equations. In this regard, the Charlotte conference served as a natural outgrowth of the Conference on Diffusion Processes, held at Northwestern University, Evanston Illinois in October 1989, the proceedings of which has now been published as Volume I of the current series. Due to this natural flow of ideas, and with the assistance and support of the Editorial Board, it was decided to organize the present two-volume effort.
Author | : Elton P. Hsu |
Publisher | : American Mathematical Soc. |
Total Pages | : 297 |
Release | : 2002 |
Genre | : Mathematics |
ISBN | : 0821808028 |
Download Stochastic Analysis on Manifolds Book in PDF, ePub and Kindle
Mainly from the perspective of a probabilist, Hsu shows how stochastic analysis and differential geometry can work together for their mutual benefit. He writes for researchers and advanced graduate students with a firm foundation in basic euclidean stochastic analysis, and differential geometry. He does not include the exercises usual to such texts, but does provide proofs throughout that invite readers to test their understanding. Annotation copyrighted by Book News Inc., Portland, OR.
Author | : Mark A. Pinsky |
Publisher | : Springer Science & Business Media |
Total Pages | : 0 |
Release | : 1990 |
Genre | : Mathematics |
ISBN | : 9780817635435 |
Download Diffusion Processes and Related Problems in Analysis Book in PDF, ePub and Kindle
I: Diffusion Processes and General Stochastic Flows on Manifolds.- Stability and equilibrium properties of stochastic flows of diffeomorphisms.- Stochastic flows on Riemannian manifolds.- II: Special Flows and Multipoint Motions.- Isotropic stochastic flows.- The existence of isometric stochastic flows for Riemannian Brownian motions.- Time-reversal of solutions of equations driven by Lévy processes.- Birth and death on a flow.- III: Infinite Dimensional Systems.- Lyapunov exponents and stochastic flows of linear and affine hereditary systems.- Convergence in distribution of Markov processes generated by i.i.d. random matrices.- IV: Invariant Measures in Real and White Noise-Driven Systems.- Remarks on ergodic theory of stochastic flows and control flows.- Stochastic bifurcation: instructive examples in dimension one.- Lyapunov exponent and rotation number of the linear harmonic oscillator.- The growth of energy of a free particle of small mass with multiplicative real noise.- V: Iterated Function Systems.- Iterated function systems and multiplicative ergodic theory.- Weak convergence and generalized stability for solutions to random dynamical systems.- Random affine iterated function systems: mixing and encoding.
Author | : Mark Kelbert |
Publisher | : |
Total Pages | : 62 |
Release | : 2001 |
Genre | : Branching processes |
ISBN | : |
Download Recurrence and Transience of Branching Diffusion Processes on Riemannian Manifolds Book in PDF, ePub and Kindle
Author | : Alexander Grigor'yan |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 337 |
Release | : 2021-01-18 |
Genre | : Mathematics |
ISBN | : 3110700859 |
Download Analysis and Partial Differential Equations on Manifolds, Fractals and Graphs Book in PDF, ePub and Kindle
The book covers the latest research in the areas of mathematics that deal the properties of partial differential equations and stochastic processes on spaces in connection with the geometry of the underlying space. Written by experts in the field, this book is a valuable tool for the advanced mathematician.
Author | : K.D. Elworthy |
Publisher | : Springer |
Total Pages | : 121 |
Release | : 2007-01-05 |
Genre | : Mathematics |
ISBN | : 3540470220 |
Download On the Geometry of Diffusion Operators and Stochastic Flows Book in PDF, ePub and Kindle
Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative properties of stochastic flows, and analysis on path spaces of compact manifolds with diffusion measures. This should be useful to stochastic analysts, especially those with interests in stochastic flows, infinite dimensional analysis, or geometric analysis, and also to researchers in sub-Riemannian geometry. A basic background in differential geometry is assumed, but the construction of the connections is very direct and itself gives an intuitive and concrete introduction. Knowledge of stochastic analysis is also assumed for later chapters.
Author | : Daniel W. Stroock |
Publisher | : American Mathematical Soc. |
Total Pages | : 290 |
Release | : 2000 |
Genre | : Mathematics |
ISBN | : 0821838393 |
Download An Introduction to the Analysis of Paths on a Riemannian Manifold Book in PDF, ePub and Kindle
Hoping to make the text more accessible to readers not schooled in the probabalistic tradition, Stroock (affiliation unspecified) emphasizes the geometric over the stochastic analysis of differential manifolds. Chapters deconstruct Brownian paths, diffusions in Euclidean space, intrinsic and extrinsic Riemannian geometry, Bocher's identity, and the bundle of orthonormal frames. The volume humbly concludes with an "admission of defeat" in regard to recovering the Li-Yau basic differential inequality. Annotation copyrighted by Book News, Inc., Portland, OR.
Author | : Mark A. Pinsky |
Publisher | : |
Total Pages | : 364 |
Release | : 2011-09-26 |
Genre | : |
ISBN | : 9781461203902 |
Download Diffusion Processes and Related Problems in Analysis Book in PDF, ePub and Kindle
Author | : Michel Metivier |
Publisher | : Springer |
Total Pages | : 206 |
Release | : 2006-11-15 |
Genre | : Mathematics |
ISBN | : 3540392327 |
Download Stochastic Analysis Book in PDF, ePub and Kindle
Annotation Contents: G. Benarous: Noyau de la chaleur hypoelliptique et géométrie sous-riemannienne.- M. Fukushima: On two Classes of Smooth Measures for Symmetric Markov Processes.- T. Funaki: The Hydrodynamical Limit for Scalar Ginzburg-Landau Model on R.- N. Ikeda, S. Kusuoka: Short time Asymptotics for Fundamental Solutions of Diffusion Equations.- K. Ito: Malliavin Calculus on a Segal Space.- Y. Kasahara, M. Maejima: Weak Convergence of Functionals of Point Processes on Rd.- Y. Katznelson, P. Malliavin: Image des Points critiques d'une application régulière.- S. Kusuoka: Degree Theorem in Certain Wiener Riemannian Manifolds.- R. Leandre: Applications quantitatives et géométrique du calcul de Malliavin.- Y. Le Jan: On the Fock Space Representation of Occupations Times for non Reversible Markov Processes.- M. Metivier, M. Viot: On Weak Solutions of Stochastic Partial Differential Equations.- P.A. Meyer: Une remarque sur les Chaos de Wiener.- H. Tanaka: Limit Theorem for One-Dimensional Diffusion Process in Brownian Environment.- H. Uemura, S. Watanabe: Diffusion Processes and Heat Kernels on Certain Nilpotent Groups.