Stochastic Analysis On Manifolds

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Stochastic Analysis On Manifolds

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Author : Elton P. Hsu
language : en
Publisher: American Mathematical Soc.
Release Date : 2002

Stochastic Analysis On Manifolds written by Elton P. Hsu and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.

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.

Stochastic Analysis On Manifolds

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Author : Elton P. Hsu
language : en
Publisher: American Mathematical Soc.
Release Date :

Stochastic Analysis On Manifolds written by Elton P. Hsu and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on with Mathematics categories.

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.

Stochastic Calculus In Manifolds

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Author : Michel Emery
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Calculus In Manifolds written by Michel Emery and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

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.

Stochastic Analysis On Manifolds

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Author : Elton P. Hsu
language : en
Publisher:
Release Date : 1900

Stochastic Analysis On Manifolds written by Elton P. Hsu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1900 with Diffusion processes categories.

Probability theory has become a convenient language and a useful tool in many areas of modern analysis. The main purpose of this book is to explore part of this connection concerning the relations between Brownian motion on a manifold and analytical aspects of differential geometry. A dominant theme of the book is the probabilistic interpretation of the curvature of a manifold. The book begins with a brief review of stochastic differential equations on Euclidean space. After presenting the basics of stochastic analysis on manifolds, the author introduces Brownian motion on a Riemannian manifold and studies the effect of curvature on its behavior. He then applies Brownian motion to geometric problems and vice versa, using many well-known examples, e.g., short-time behavior of the heat kernel on a manifold and probabilistic proofs of the Gauss-Bonnet-Chern theorem and the Atiyah-Singer index theorem for Dirac operators. The book concludes with an introduction to stochastic analysis on the path space over a Riemannian manifold.

Analysis For Diffusion Processes On Riemannian Manifolds

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Author : Feng-Yu Wang
language : en
Publisher: World Scientific
Release Date : 2014

Analysis For Diffusion Processes On Riemannian Manifolds written by Feng-Yu Wang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Mathematics categories.

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.

Stochastic Differential Equations On Manifolds

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Author : K. D. Elworthy
language : en
Publisher: Cambridge University Press
Release Date : 1982

Stochastic Differential Equations On Manifolds written by K. D. Elworthy and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Manifolds (Mathematics). categories.

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.

Stochastic Models Information Theory And Lie Groups Volume 1

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Author : Gregory S. Chirikjian
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-09-02

Stochastic Models Information Theory And Lie Groups Volume 1 written by Gregory S. Chirikjian and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-02 with Mathematics categories.

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.

Heat Kernel And Analysis On Manifolds

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Author : Alexander Grigoryan
language : en
Publisher: American Mathematical Soc.
Release Date : 2009

Heat Kernel And Analysis On Manifolds written by Alexander Grigoryan and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Education categories.

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.

Applied Stochastic Differential Equations

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Author : Simo Särkkä
language : en
Publisher: Cambridge University Press
Release Date : 2019-05-02

Applied Stochastic Differential Equations written by Simo Särkkä and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-02 with Business & Economics categories.

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Analysis On Manifolds

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Author : James R. Munkres
language : en
Publisher: Hachette UK
Release Date : 1997-07-07

Analysis On Manifolds written by James R. Munkres and has been published by Hachette UK this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-07-07 with Science categories.

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.