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
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| 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
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| Pubblicazione: | Providence, Rhode Island : , : American Mathematical Society, , [1988] |
| ©1988 | |
| Descrizione fisica: | 1 online resource (352 p.) |
| Disciplina: | 516.3/62 |
| Soggetto topico: | Global differential geometry |
| Elliptic operators | |
| Stochastic analysis | |
| Markov processes | |
| Soggetto genere / forma: | Electronic books. |
| Persona (resp. second.): | DurrettRichard <1951-> |
| PinskyMark A. <1940-> | |
| 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"" | |
| Titolo autorizzato: | Geometry of random motion |
| ISBN: | 0-8218-7662-7 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910480264103321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Contemporary mathematics (American Mathematical Society) ; ; 73.