Stochastic Analysis on Manifolds

ISBN-13: 9780821808023 / Angielski / Twarda / 2002

Elton P. Hsu

Opis

Probability theory has become a convenient language and a useful tool in many areas of modern analysis. The main purpose of this book is to explore part of this connection concerning the relations between Brownian motion on a manifold and analytical aspects of differential geometry. A dominant theme of the book is the probabilistic interpretation of the curvature of a manifold.