Analysis for Diffusion Processes on Riemannian Manifolds

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Analysis for Diffusion Processes on Riemannian Manifolds is written by Feng-Yu Wang and published by World Scientific. It's available with International Standard Book Number or ISBN identification 9814452653 (ISBN 10) and 9789814452656 (ISBN 13).

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this direction along with new ideas and efficient arguments, which are crucial for further developments. Many results contained here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary.