This book aims to bridge the gap between probability and differential geometry. It gives two constructions of Brownian motion on a Riemannian manifold: an extrinsic one where the manifold is realized as an embedded sub manifold of Euclidean space and an intrinsic one based on the 'rolling' map. It is then shown how geometric quantities (such as curvature) are reflected by the behavior of Brownian paths and how that behavior can be used to extract information about geometric quantities. Readers should have a strong background in analysis with basic knowledge in stochastic calculus and differential geometry. Professor Stroock is a highly-respected expert in probability and analysis. The clarity and style of his exposition further enhance the quality of this volume. Readers will find an inviting introduction to the study of paths and Brownian motion on Riemannian manifolds.
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Presents a study of paths and Brownian motion on Riemannian manifolds. This book offers two constructions of Brownian motion on a Riemannian manifold: an extrinsic one where the manifold is realized as an embedded sub manifold of Euclidean space and an intrinsic one based on the 'rolling' map.
Les mer
Brownian motion in Euclidean space Diffusions in Euclidean space Some addenda, extensions, and refinements Doing it on a manifold, an extrinsic approach More about extrinsic Riemannian geometry Bochner's identity Some intrinsic Riemannian geometry The bundle of orthonormal frames Local analysis of Brownian motion Perturbing Brownian paths References Index.
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Produktdetaljer
ISBN
9780821838396
Publisert
2005-03-30
Utgiver
Vendor
American Mathematical Society
Vekt
535 gr
Aldersnivå
UU, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
269
Forfatter