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An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys...

Home > Mathematics Books > Brownian Motion Books > Item 21

	An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys...
	by Daniel W. Stroock Sales Rank: 2484679	$158.97 At Amazon on 12-5-2008

Hardcover: 269 pages Publisher: American Mathematical Society November 1999 Language: English ISBN-10: 0821820206 ISBN-13: 978-0821820209 Product Dimensions: 10.2 x 7 x 0.8 inches Shipping Weight: 1.6 pounds *Product Description* This book aims to bridge the gap between probability and differential geometry. It gives two constructions of Brownian motion on a Riemannian manifold: an extrinsic one where the manifold is realized as an embedded submanifold of Euclidean space and an intrinsic one based on the "rolling" map. It is then shown how geometric quantities (such as curvature) are reflected by the behavior of Brownian paths and how that behavior can be used to extract information about geometric quantities. Readers should have a strong background in analysis with basic knowledge in stochastic calculus and differential geometry. Professor Stroock is a highly-respected expert in probability and analysis. The clarity and style of his exposition further enhance the quality of this volume. Readers will find an inviting introduction to the study of paths and Brownian motion on Riemannian manifolds.
An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys... Available from Amazon Price: $158.97 Updated on 12-5-2008

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