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20031021004200.0 |
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010628s2002 riu b 001 0 eng |
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|a 2001046052
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|a 0821808028 (acid-free paper)
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|a 2001046052
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|a DLC
|c DLC
|d NhCcYBP
|d OCoLC
|d OrLoB-B
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|a pcc
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|a QA614.9
|b .H78 2002
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|a 514/.74
|2 21
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| 100 |
1 |
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|a Hsu, Elton P.,
|d 1959-
|0 http://id.loc.gov/authorities/names/n98101607
|1 http://viaf.org/viaf/116558652
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| 245 |
1 |
0 |
|a Stochastic analysis on manifolds /
|c Elton P. Hsu.
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| 260 |
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|a Providence, R.I. :
|b American Mathematical Society,
|c c2002.
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| 300 |
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|a xiv, 281 p. ;
|c 26 cm.
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| 336 |
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
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| 337 |
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|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
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| 338 |
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|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
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| 440 |
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0 |
|a Graduate studies in mathematics,
|x 1065-7339 ;
|v v. 38
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| 504 |
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|a Includes bibliographical references (p. 275-278) and index.
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| 505 |
0 |
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|g Ch. 1.
|t Stochastic Differential Equations and Diffusions --
|g 1.1.
|t SDE on euclidean space --
|g 1.2.
|t SDE on manifolds --
|g 1.3.
|t Diffusion processes --
|g Ch. 2.
|t Basic Stochastic Differential Geometry --
|g 2.1.
|t Frame bundle and connection --
|g 2.2.
|t Tensor fields --
|g 2.3.
|t Horizontal lift and stochastic development --
|g 2.4.
|t Stochastic line integrals --
|g 2.5.
|t Martingales on manifolds --
|g 2.6.
|t Martingales on submanifolds --
|g Ch. 3.
|t Brownian Motion on Manifolds --
|g 3.1.
|t Laplace-Beltrami operator --
|g 3.2.
|t Brownian motion on manifolds --
|g 3.3.
|t Examples of Brownian motion --
|g 3.4.
|t Distance function --
|g 3.5.
|t Radial process --
|g 3.6.
|t An exit time estimate --
|g Ch. 4.
|t Brownian Motion and Heat Semigroup --
|g 4.1.
|t Heat kernel as transition density function --
|g 4.2.
|t Stochastic completeness --
|g 4.3.
|t C[subscript 0]-property of the heat semigroup --
|g 4.4.
|t Recurrence and transience --
|g 4.5.
|t Comparison of heat kernels --
|g Ch. 5.
|t Short-time Asymptotics --
|g 5.1.
|t Short-time asymptotics: near points --
|g 5.2.
|t Varadhan's asymptotic relation --
|g 5.3.
|t Short-time asymptotics: distant points --
|g 5.4.
|t Brownian bridge --
|g 5.5.
|t Derivatives of the logarithmic heat kernel --
|g Ch. 6.
|t Further Applications --
|g 6.1.
|t Dirichlet problem at infinity --
|g 6.2.
|t Constant upper bound --
|g 6.3.
|t Vanishing upper bound --
|g 6.4.
|t Radially symmetric manifolds --
|g 6.5.
|t Coupling of Brownian motion --
|g 6.6.
|t Coupling and index form --
|g 6.7.
|t Eigenvalue estimates --
|g Ch. 7.
|t Brownian Motion and Index Theorems --
|g 7.1.
|t Weitzenbock formula --
|g 7.2.
|t Heat equation on differential forms --
|g 7.3.
|t Gauss-Bonnet-Chern formula --
|g 7.4.
|t Clifford algebra and spin group --
|g 7.5.
|t Spin bundle and the Dirac operator --
|g 7.6.
|t Atiyah-Singer index theorem --
|g 7.7.
|t Brownian holonomy --
|g Ch. 8.
|t Analysis on Path Spaces --
|g 8.1.
|t Quasi-invariance of the Wiener measure --
|g 8.2.
|t Flat path space --
|g 8.3.
|t Gradient formulas --
|g 8.4.
|t Integration by parts in path space --
|g 8.5.
|t Martingale representation theorem --
|g 8.6.
|t Logarithmic Sobolev inequality and hypercontractivity --
|g 8.7.
|t Logarithmic Sobolev inequality on path space.
|
| 650 |
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0 |
|a Stochastic differential equations.
|0 http://id.loc.gov/authorities/subjects/sh85128177
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| 650 |
|
0 |
|a Diffusion processes.
|0 http://id.loc.gov/authorities/subjects/sh85037941
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| 650 |
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|a Geometry, Differential.
|0 http://id.loc.gov/authorities/subjects/sh85054146
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| 650 |
|
7 |
|a Diffusion processes.
|2 fast
|0 http://id.worldcat.org/fast/fst00893561
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| 650 |
|
7 |
|a Geometry, Differential.
|2 fast
|0 http://id.worldcat.org/fast/fst00940919
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| 650 |
|
7 |
|a Stochastic differential equations.
|2 fast
|0 http://id.worldcat.org/fast/fst01133506
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| 901 |
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|a ToCBNA
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| 903 |
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|a HeVa
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| 035 |
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|a (OCoLC)47254307
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| 929 |
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|a cat
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|s 76c58a34-79be-5367-ad53-4948e49f20dc
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| 928 |
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|t Library of Congress classification
|a QA614.9 .H78 2002
|l Eck
|c Eck-Eck
|i 6417817
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| 927 |
|
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|t Library of Congress classification
|a QA614.9 .H78 2002
|l Eck
|c Eck-Eck
|e SARO
|b 60146738
|i 7209444
|
