Stochastic analysis on manifolds /
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| Author / Creator: | Hsu, Elton P., 1959- |
|---|---|
| Imprint: | Providence, R.I. : American Mathematical Society, c2002. |
| Description: | xiv, 281 p. ; 26 cm. |
| Language: | English |
| Series: | Graduate studies in mathematics, 1065-7339 ; v. 38 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4594825 |
Table of Contents:
- Introduction
- Stochastic differential equations and diffusions
- Basic stochastic differential geometry
- Brownian motion on manifolds
- Brownian motion and heat kernel
- Short-time asymptotics
- Further applications Brownian motion and analytic index theorems
- Analysis on path spaces
- Notes and comments
- General notations
- Bibliography
- Index
