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An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys and Monographs)
An Introduction to the Analysis of Paths on a Riemannian Manifold - Mathematical Surveys and Monographs
Author: Daniel W. Stroock
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 c...  more »
ISBN-13: 9780821838396
ISBN-10: 0821838393
Publication Date: 3/24/2005
Pages: 269
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Publisher: American Mathematical Society
Book Type: Paperback
Other Versions: Hardcover
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