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Stochastic Analysis On Manifolds
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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: Concerned with probability theory, Elton Hsu's study focuses primarily on the relations between Brownian motion on a manifold and analytical aspects of differential geometry. A key theme is the probabilistic interpretation of the curvature of a manifold
Book Synopsis Stochastic Calculus in Manifolds by : Michel Emery
Download or read book Stochastic Calculus in Manifolds written by Michel Emery and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent. The general theory is presented only towards the end of the book, after the reader has been exposed to two particular instances - martingales and Brownian motions - in manifolds. The book also includes new material on non-confluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and non-specialists alike, as a self-contained introductory text or as a compact reference.
Book Synopsis Stochastic Differential Equations on Manifolds by : K. D. Elworthy
Download or read book Stochastic Differential Equations on Manifolds written by K. D. Elworthy and published by Cambridge University Press. This book was released on 1982 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aims of this book, originally published in 1982, are to give an understanding of the basic ideas concerning stochastic differential equations on manifolds and their solution flows, to examine the properties of Brownian motion on Riemannian manifolds when it is constructed using the stochiastic development and to indicate some of the uses of the theory. The author has included two appendices which summarise the manifold theory and differential geometry needed to follow the development; coordinate-free notation is used throughout. Moreover, the stochiastic integrals used are those which can be obtained from limits of the Riemann sums, thereby avoiding much of the technicalities of the general theory of processes and allowing the reader to get a quick grasp of the fundamental ideas of stochastic integration as they are needed for a variety of applications.
Book Synopsis Stochastic Equations and Differential Geometry by : Ya.I. Belopolskaya
Download or read book Stochastic Equations and Differential Geometry written by Ya.I. Belopolskaya and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi ..., si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
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.
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.
Book Synopsis Global and Stochastic Analysis with Applications to Mathematical Physics by : Yuri E. Gliklikh
Download or read book Global and Stochastic Analysis with Applications to Mathematical Physics written by Yuri E. Gliklikh and published by Springer Science & Business Media. This book was released on 2010-12-07 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the field. However, while combination of the two subject areas is rare, it is fundamental for the consideration of a broader class of problems. This book develops methods of Global Analysis and Stochastic Analysis such that their combination allows one to have a more or less common treatment for areas of mathematical physics that traditionally are considered as divergent and requiring different methods of investigation. Global and Stochastic Analysis with Applications to Mathematical Physics covers branches of mathematics that are currently absent in monograph form. Through the demonstration of new topics of investigation and results, both in traditional and more recent problems, this book offers a fresh perspective on ordinary and stochastic differential equations and inclusions (in particular, given in terms of Nelson's mean derivatives) on linear spaces and manifolds. Topics covered include classical mechanics on non-linear configuration spaces, problems of statistical and quantum physics, and hydrodynamics. A self-contained book that provides a large amount of preliminary material and recent results which will serve to be a useful introduction to the subject and a valuable resource for further research. It will appeal to researchers, graduate and PhD students working in global analysis, stochastic analysis and mathematical physics.
Book Synopsis Heat Kernel and Analysis on Manifolds by : Alexander Grigor'yan
Download or read book Heat Kernel and Analysis on Manifolds written by Alexander Grigor'yan and published by American Mathematical Soc.. This book was released on 2009 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: The heat kernel has long been an essential tool in both classical and modern mathematics but has become especially important in geometric analysis as a result of major innovations beginning in the 1970s. The methods based on heat kernels have been used in areas as diverse as analysis, geometry, and probability, as well as in physics. This book is a comprehensive introduction to heat kernel techniques in the setting of Riemannian manifolds, which inevitably involves analysis of the Laplace-Beltrami operator and the associated heat equation. The first ten chapters cover the foundations of the subject, while later chapters deal with more advanced results involving the heat kernel in a variety of settings. The exposition starts with an elementary introduction to Riemannian geometry, proceeds with a thorough study of the spectral-theoretic, Markovian, and smoothness properties of the Laplace and heat equations on Riemannian manifolds, and concludes with Gaussian estimates of heat kernels. Grigor'yan has written this book with the student in mind, in particular by including over 400 exercises. The text will serve as a bridge between basic results and current research.Titles in this series are co-published with International Press, Cambridge, MA, USA.
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.
Book Synopsis Stochastic Differential Equations by : Bernt Oksendal
Download or read book Stochastic Differential Equations written by Bernt Oksendal and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica tions outside mathematics, there are many fruitful connections to other mathematical disciplines and the subject has a rapidly develop ing life of its own as a fascinating research field with many interesting unanswered questions. Unfortunately most of the literature about stochastic differential equations seems to place so much emphasis on rigor and complete ness that is scares many nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view: Not knowing anything (except rumours, maybe) about a subject to start with, what would I like to know first of all? My answer would be: 1) In what situations does the subject arise? 2) What are its essential features? 3) What are the applications and the connections to other fields? I would not be so interested in the proof of the most general case, but rather in an easier proof of a special case, which may give just as much of the basic idea in the argument. And I would be willing to believe some basic results without proof (at first stage, anyway) in order to have time for some more basic applications.
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 252 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.
Author :Gregory S. Chirikjian Publisher :Springer Science & Business Media ISBN 13 :0817648038 Total Pages :397 pages Book Rating :4.8/5 (176 download)
Book Synopsis Stochastic Models, Information Theory, and Lie Groups, Volume 1 by : Gregory S. Chirikjian
Download or read book Stochastic Models, Information Theory, and Lie Groups, Volume 1 written by Gregory S. Chirikjian and published by Springer Science & Business Media. This book was released on 2009-09-02 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Book Synopsis Analysis On Manifolds by : James R. Munkres
Download or read book Analysis On Manifolds written by James R. Munkres and published by CRC Press. This book was released on 2018-02-19 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: A readable introduction to the subject of calculus on arbitrary surfaces or manifolds. Accessible to readers with knowledge of basic calculus and linear algebra. Sections include series of problems to reinforce concepts.
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.
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.
Book Synopsis Geometric Mechanics on Riemannian Manifolds by : Ovidiu Calin
Download or read book Geometric Mechanics on Riemannian Manifolds written by Ovidiu Calin and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: * A geometric approach to problems in physics, many of which cannot be solved by any other methods * Text is enriched with good examples and exercises at the end of every chapter * Fine for a course or seminar directed at grad and adv. undergrad students interested in elliptic and hyperbolic differential equations, differential geometry, calculus of variations, quantum mechanics, and physics
Book Synopsis Stochastic Analysis on Infinite Dimensional Spaces by : H Kunita
Download or read book Stochastic Analysis on Infinite Dimensional Spaces written by H Kunita and published by CRC Press. This book was released on 1994-08-22 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book discusses the following topics in stochastic analysis: 1. Stochastic analysis related to Lie groups: stochastic analysis of loop spaces and infinite dimensional manifolds has been developed rapidly after the fundamental works of Gross and Malliavin. (Lectures by Driver, Gross, Mitoma, and Sengupta.)
