Analysis for Diffusion Processes on Riemannian Manifolds

Download Analysis for Diffusion Processes on Riemannian Manifolds PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814452653
Total Pages : 392 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis Analysis for Diffusion Processes on Riemannian Manifolds by : Feng-Yu Wang

Download or read book Analysis for Diffusion Processes on Riemannian Manifolds written by Feng-Yu Wang and published by World Scientific. This book was released on 2014 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Diffusion Processes and Related Problems in Analysis, Volume II

Download Diffusion Processes and Related Problems in Analysis, Volume II PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461203899
Total Pages : 344 pages
Book Rating : 4.4/5 (612 download)

DOWNLOAD NOW!


Book Synopsis Diffusion Processes and Related Problems in Analysis, Volume II by : V. Wihstutz

Download or read book Diffusion Processes and Related Problems in Analysis, Volume II written by V. Wihstutz and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Analysis on Manifolds

Download Stochastic Analysis on Manifolds PDF Online Free

Author :
Publisher : American Mathematical Soc.
ISBN 13 : 0821808028
Total Pages : 297 pages
Book Rating : 4.8/5 (218 download)

DOWNLOAD NOW!


Book Synopsis Stochastic Analysis on Manifolds by : Elton P. Hsu

Download or read book Stochastic Analysis on Manifolds written by Elton P. Hsu and published by American Mathematical Soc.. This book was released on 2002 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Diffusion Processes and Related Problems in Analysis

Download Diffusion Processes and Related Problems in Analysis PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 9780817635435
Total Pages : 0 pages
Book Rating : 4.6/5 (354 download)

DOWNLOAD NOW!


Book Synopsis Diffusion Processes and Related Problems in Analysis by : Mark A. Pinsky

Download or read book Diffusion Processes and Related Problems in Analysis written by Mark A. Pinsky and published by Springer Science & Business Media. This book was released on 1990 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Recurrence and Transience of Branching Diffusion Processes on Riemannian Manifolds

Download Recurrence and Transience of Branching Diffusion Processes on Riemannian Manifolds PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (49 download)

DOWNLOAD NOW!


Book Synopsis Recurrence and Transience of Branching Diffusion Processes on Riemannian Manifolds by : Mark Kelbert

Download or read book Recurrence and Transience of Branching Diffusion Processes on Riemannian Manifolds written by Mark Kelbert and published by . This book was released on 2001 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Analysis and Partial Differential Equations on Manifolds, Fractals and Graphs

Download Analysis and Partial Differential Equations on Manifolds, Fractals and Graphs PDF Online Free

Author :
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110700859
Total Pages : 337 pages
Book Rating : 4.1/5 (17 download)

DOWNLOAD NOW!


Book Synopsis Analysis and Partial Differential Equations on Manifolds, Fractals and Graphs by : Alexander Grigor'yan

Download or read book Analysis and Partial Differential Equations on Manifolds, Fractals and Graphs written by Alexander Grigor'yan and published by Walter de Gruyter GmbH & Co KG. This book was released on 2021-01-18 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

An Introduction to the Analysis of Paths on a Riemannian Manifold

Download An Introduction to the Analysis of Paths on a Riemannian Manifold PDF Online Free

Author :
Publisher : American Mathematical Soc.
ISBN 13 : 0821838393
Total Pages : 290 pages
Book Rating : 4.8/5 (218 download)

DOWNLOAD NOW!


Book Synopsis An Introduction to the Analysis of Paths on a Riemannian Manifold by : Daniel W. Stroock

Download or read book An Introduction to the Analysis of Paths on a Riemannian Manifold written by Daniel W. Stroock and published by American Mathematical Soc.. This book was released on 2000 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Diffusion Processes and Related Problems in Analysis

Download Diffusion Processes and Related Problems in Analysis PDF Online Free

Author :
Publisher :
ISBN 13 : 9781461203902
Total Pages : 364 pages
Book Rating : 4.2/5 (39 download)

DOWNLOAD NOW!


Book Synopsis Diffusion Processes and Related Problems in Analysis by : Mark A. Pinsky

Download or read book Diffusion Processes and Related Problems in Analysis written by Mark A. Pinsky and published by . This book was released on 2011-09-26 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On the Geometry of Diffusion Operators and Stochastic Flows

Download On the Geometry of Diffusion Operators and Stochastic Flows PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3540470220
Total Pages : 121 pages
Book Rating : 4.5/5 (44 download)

DOWNLOAD NOW!


Book Synopsis On the Geometry of Diffusion Operators and Stochastic Flows by : K.D. Elworthy

Download or read book On the Geometry of Diffusion Operators and Stochastic Flows written by K.D. Elworthy and published by Springer. This book was released on 2007-01-05 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Analysis

Download Stochastic Analysis PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3540392327
Total Pages : 206 pages
Book Rating : 4.5/5 (43 download)

DOWNLOAD NOW!


Book Synopsis Stochastic Analysis by : Michel Metivier

Download or read book Stochastic Analysis written by Michel Metivier and published by Springer. This book was released on 2006-11-15 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Reversibility, Entropy Production and Rotation Numbers of Diffusion Processes on Compact Riemannian Manifolds

Download The Reversibility, Entropy Production and Rotation Numbers of Diffusion Processes on Compact Riemannian Manifolds PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (897 download)

DOWNLOAD NOW!


Book Synopsis The Reversibility, Entropy Production and Rotation Numbers of Diffusion Processes on Compact Riemannian Manifolds by : Guo Mao-zheng

Download or read book The Reversibility, Entropy Production and Rotation Numbers of Diffusion Processes on Compact Riemannian Manifolds written by Guo Mao-zheng and published by . This book was released on 1990 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Harnack Inequalities for Stochastic Partial Differential Equations

Download Harnack Inequalities for Stochastic Partial Differential Equations PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461479347
Total Pages : 135 pages
Book Rating : 4.4/5 (614 download)

DOWNLOAD NOW!


Book Synopsis Harnack Inequalities for Stochastic Partial Differential Equations by : Feng-Yu Wang

Download or read book Harnack Inequalities for Stochastic Partial Differential Equations written by Feng-Yu Wang and published by Springer Science & Business Media. This book was released on 2013-08-13 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and delayed differential equations. Since the semigroup refers to Fokker-Planck equations on infinite-dimensional spaces, the Harnack inequalities the author investigates are dimension-free. This is an essentially different point from the above mentioned classical Harnack inequalities. Moreover, the main tool in the study is a new coupling method (called coupling by change of measures) rather than the usual maximum principle in the current literature.

Diffusion Processes and Related Problems in Analysis, Volume I

Download Diffusion Processes and Related Problems in Analysis, Volume I PDF Online Free

Author :
Publisher : Birkhäuser
ISBN 13 : 9781468405668
Total Pages : 521 pages
Book Rating : 4.4/5 (56 download)

DOWNLOAD NOW!


Book Synopsis Diffusion Processes and Related Problems in Analysis, Volume I by : Pinsky

Download or read book Diffusion Processes and Related Problems in Analysis, Volume I written by Pinsky and published by Birkhäuser. This book was released on 2012-02-17 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.

Stochastic Analysis and Related Topics VII

Download Stochastic Analysis and Related Topics VII PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461201578
Total Pages : 256 pages
Book Rating : 4.4/5 (612 download)

DOWNLOAD NOW!


Book Synopsis Stochastic Analysis and Related Topics VII by : Laurent Decreusefond

Download or read book Stochastic Analysis and Related Topics VII written by Laurent Decreusefond and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.

Diffusion Processes and Related Problems in Analysis, Volume I

Download Diffusion Processes and Related Problems in Analysis, Volume I PDF Online Free

Author :
Publisher : Birkhäuser
ISBN 13 : 9780817635169
Total Pages : 544 pages
Book Rating : 4.6/5 (351 download)

DOWNLOAD NOW!


Book Synopsis Diffusion Processes and Related Problems in Analysis, Volume I by : Pinsky

Download or read book Diffusion Processes and Related Problems in Analysis, Volume I written by Pinsky and published by Birkhäuser. This book was released on 1991-04-01 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.

The Laplacian on a Riemannian Manifold

Download The Laplacian on a Riemannian Manifold PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521468312
Total Pages : 190 pages
Book Rating : 4.4/5 (683 download)

DOWNLOAD NOW!


Book Synopsis The Laplacian on a Riemannian Manifold by : Steven Rosenberg

Download or read book The Laplacian on a Riemannian Manifold written by Steven Rosenberg and published by Cambridge University Press. This book was released on 1997-01-09 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text on analysis of Riemannian manifolds is aimed at students who have had a first course in differentiable manifolds.

Diffusion Processes and Related Problems in Analysis, Volume I

Download Diffusion Processes and Related Problems in Analysis, Volume I PDF Online Free

Author :
Publisher : Birkhäuser
ISBN 13 : 9781468405644
Total Pages : 0 pages
Book Rating : 4.4/5 (56 download)

DOWNLOAD NOW!


Book Synopsis Diffusion Processes and Related Problems in Analysis, Volume I by : Pinsky

Download or read book Diffusion Processes and Related Problems in Analysis, Volume I written by Pinsky and published by Birkhäuser. This book was released on 2013-05-14 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.