In July 1987, an AMS-IMS-SIAM Joint Summer Research Conference on Geometry of Random Motion was held at Cornell University. The initial impetus for the meeting came from the desire to further explore the now-classical connection between diffusion processes and second-order (hypo)elliptic differential operators. To accomplish this goal, the conference brought together leading researchers with varied backgrounds and interests: probabilists who have proved results in geometry, geometers who have used probabilistic methods, and probabilists who have studied diffusion processes. Focusing on the interplay between probability and differential geometry, this volume examines diffusion processes on various geometric structures, such as Riemannian manifolds, Lie groups, and symmetric spaces.Some of the articles specifically address analysis on manifolds, while others center on (nongeometric) stochastic analysis. The majority of the articles deal simultaneously with probabilistic and geometric techniques.
Requiring a knowledge of the modern theory of diffusion processes, this book will appeal to mathematicians, mathematical physicists, and other researchers interested in Brownian motion, diffusion processes, Laplace-Beltrami operators, and the geometric applications of these concepts. The book provides a detailed view of the leading edge of research in this rapidly moving field.
- ISBN10 0821850814
- ISBN13 9780821850817
- Publish Date 15 December 1988
- Publish Status Unknown
- Out of Print 2 August 2012
- Publish Country US
- Imprint American Mathematical Society
- Format Paperback
- Pages 337
- Language English