An Introduction to the Analysis of Paths on a Riemannian Manifold
Author:   Daniel W. Stroock
Publisher:   American Mathematical Society
Edition:   UK ed.
Volume:   No. 74
ISBN:  

9780821838396


Pages:   269
Publication Date:   30 March 2005
Format:   Paperback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Our Price $116.16 Quantity:  
Add to Cart

Share |

An Introduction to the Analysis of Paths on a Riemannian Manifold


Add your own review!

Overview

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.

Full Product Details

Author:   Daniel W. Stroock
Publisher:   American Mathematical Society
Imprint:   American Mathematical Society
Edition:   UK ed.
Volume:   No. 74
Weight:   0.535kg
ISBN:  

9780821838396


ISBN 10:   0821838393
Pages:   269
Publication Date:   30 March 2005
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Table of Contents

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.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now