Stochastic Analysis on Manifolds

Stochastic Analysis on Manifolds PDF Author: Elton P. Hsu
Publisher: American Mathematical Soc.
ISBN: 0821808028
Category : Mathematics
Languages : en
Pages : 297

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Book Description
Mainly from the perspective of a probabilist, Hsu shows how stochastic analysis and differential geometry can work together for their mutual benefit. He writes for researchers and advanced graduate students with a firm foundation in basic euclidean stochastic analysis, and differential geometry. He does not include the exercises usual to such texts, but does provide proofs throughout that invite readers to test their understanding. Annotation copyrighted by Book News Inc., Portland, OR.