Record Nr.

UNINA9910480264103321

Titolo

Geometry of random motion : proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held July l9-25, 1987 with support from the National Science Foundation and the Army Research Office / / Rick Durrett and Mark A. Pinsky, editors

Pubbl/distr/stampa


Providence, Rhode Island : , : American Mathematical Society, , [1988]
©1988

ISBN

0-8218-7662-7

Descrizione fisica

1 online resource (352 p.)

Collana

Contemporary mathematics ; ; volume 73

Disciplina

516.3/62

Soggetti

Global differential geometry

Elliptic operators

Stochastic analysis

Markov processes

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"The AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Geometry of Random Motion was held at Cornell University, Ithaca"--Title page verso.

Nota di bibliografia

Includes bibliographies.

Nota di contenuto

""Contents""; ""Preface""; ""Fluctuations of the Wiener sausage for surfaces""; ""A review of recent and older results on the absolute continuity of harmonic measure""; ""Constructing stochastic flows: some examples""; ""Spectral and function theory for combinatorial Laplacians""; ""On deciding whether a surface is parabolic or hyperbolic""; ""A solvable stochastic control problem in spheres""; ""Brownian motion and the ends of a manifold""; ""On holomorphic diffusions and plurisubharmonic functions""; ""Leading terms in the asymptotics of the heat equation""

""Probability theory and differential equations""""Brownian motion and Riemannian geometry""; ""First-order asymptotics of the principal eigenvalue of tubular neighborhoods""; ""1. Introduction""; ""2. Non-geometric expansion in the Ball""; ""3. Cylindrical trace in a hypersurface""; ""4. Case of a tube about a Curve in R3""; ""5. Case of a

tube about a hypersurface in Rn""; ""Martingales on manifolds and harmonic maps""; ""Harmonic functions on Riemannian manifolds""; ""Quantitative and geometric applications of the Malliavin calculus""; ""An independence property of Brownian motions""

""Stochastic parallel translation for Riemannian Brownian motion conditioned to hit a fixed point of a sphere""""Probabilistic interpretation of Hadamard's variational formulas""; ""A counterexample for Brownian motion on manifolds""; ""Using random motion to study quasiregular functions""; ""Skew-product decompositions of Brownian motions""; ""Local stochastic differential geometry""; ""Â0. Brownian motion of a manifold""; ""Â1. Expansion of the laplacian""; ""Â2. Exit time from small balls""; ""Â3. Exit place from small balls""; ""Â4. Independence of exit time and place""

""Â5. Principal eigenvalue of small balls""""Â6. Exit time from extrinsic balls""; ""Â7. Exit time from tubular neighborhoods""; ""Â8. Principal eigenvalue of tubular neighborhoods""; ""Transience and recurrence for multidimensional diffusions: a survey and a recent result""; ""Semigroup domination and vanishing theorems""; ""The Iwasawa decomposition and the limiting behavior of Brownian motion on a symmetric space of non-compact type""; ""Green's function and harmonic functions on manifolds""