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Stochastic Analysis on Manifolds
About this Title
Elton P. Hsu, Northwestern University, Evanston, IL
Publication: Graduate Studies in Mathematics
Publication Year:
2002; Volume 38
ISBNs: 978-0-8218-0802-3 (print); 978-1-4704-2090-1 (online)
DOI: https://doi.org/10.1090/gsm/038
MathSciNet review: MR1882015
MSC: Primary 58J65; Secondary 60-02, 60G48, 60H05, 60H10, 60J60, 60J65
Table of Contents
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Front/Back Matter
Chapters
- Introduction
- Chapter 1. Stochastic differential equations and diffusions
- Chapter 2. Basic stochastic differential geometry
- Chapter 3. Brownian motion on manifolds
- Chapter 4. Brownian motion and heat semigroup
- Chapter 5. Short-time asymptotics
- Chapter 6. Further applications
- Chapter 7. Brownian motion and index theorems
- Chapter 8. Analysis on path spaces
- Notes and comments