Geometry of random motion : proceedings of the AMSIMSSIAM Joint Summer Research Conference held July 1925, 1987 with support from the National Science Foundation and the Army Research Office
- Providence, R.I. : American Mathematical Society, c1988
- 1 online resource (xii, 337 p. : ill.)
- Contemporary mathematics v. 73 10983627 .
The AMSIMSSIAM Joint Summer Research Conference in the Mathematical Sciences on Geometry of Random Motion was held at Cornell University, IthacaT.p. verso.
Includes bibliographies.
Fluctuations of the Wiener sausage for surfaces ; A review of recent and older results on the absolute continuity of harmonic measure ; Constructing stochastic flows: some examples ; Spectral and function theory for combinatorial Laplacians ; On deciding whether a surface is parabolic or hyperbolic ; A solvable stochastic control problem in spheres ; Brownian motion and the ends of a manifold ; On holomorphic diffusions and plurisubharmonic functions ; Leading terms in the asymptotics of the heat equation ; Probability and differential equations ; Brownian motion and Riemannian geometry ; Firstorder asymptotics of the principal eigenvalue of tubular neighborhoods ; Martingales on manifolds and harmonic maps ; Harmonic functions on Riemannian manifolds ; Quantitative and geometric applications of the Malliavin calculus ; An independence property of Riemannian Brownian motions ; Stochastic parallel translation for Riemannian Brownian motion conditioned to hit a fixed point of a sphere ; Probabilistic interpretation of Hadamard's variational formulas ; A counterexample for Brownian motion on manifolds ; Using random motion to study quasiregular functions ; Skewproduct decompositions of Brownian motions ; Local stochastic differential geometry, or What can you learn about a manifold by watching Brownian motion? ; Transience and recurrence for multidimensional diffusions: a survey and a recent result ; Semigroup domination and vanishing theorems ; The Iwasawa decomposition and the limiting behaviour of Brownian motion on a symmetric space of noncompact type ; Green's function and harmonic functions on manifolds Isaac Chavel Edgar Feldman and Jay Rosen ; M Cranston and C Mueller ; R W R Darling ; Jozef Dodziuk and Leon Karp ; Peter G Doyle ; T E Duncan ; K D Elworthy ; Masatoshi Fukushima ; Peter B Gilkey ; Joseph Glover ; Pei Hsu ; Leon Karp and Mark Pinsky ; Wilfrid S Kendall ; Yuri Kifer ; Remi Leandre ; Ming Liao ; Ming Liao and Mark Pinsky ; Peter March ; Carl Mueller ; Bernt ksendal ; E J Pauwels and L C G Rogers ; Mark Pinsky ; Ross Pinsky ; Steven Rosenberg ; J C Taylor ; N Th Varopoulos
9780821876626 (online)
Elliptic operators
Global differential geometry
Markov processes
Stochastic analysis
The AMSIMSSIAM Joint Summer Research Conference in the Mathematical Sciences on Geometry of Random Motion was held at Cornell University, IthacaT.p. verso.
Includes bibliographies.
Fluctuations of the Wiener sausage for surfaces ; A review of recent and older results on the absolute continuity of harmonic measure ; Constructing stochastic flows: some examples ; Spectral and function theory for combinatorial Laplacians ; On deciding whether a surface is parabolic or hyperbolic ; A solvable stochastic control problem in spheres ; Brownian motion and the ends of a manifold ; On holomorphic diffusions and plurisubharmonic functions ; Leading terms in the asymptotics of the heat equation ; Probability and differential equations ; Brownian motion and Riemannian geometry ; Firstorder asymptotics of the principal eigenvalue of tubular neighborhoods ; Martingales on manifolds and harmonic maps ; Harmonic functions on Riemannian manifolds ; Quantitative and geometric applications of the Malliavin calculus ; An independence property of Riemannian Brownian motions ; Stochastic parallel translation for Riemannian Brownian motion conditioned to hit a fixed point of a sphere ; Probabilistic interpretation of Hadamard's variational formulas ; A counterexample for Brownian motion on manifolds ; Using random motion to study quasiregular functions ; Skewproduct decompositions of Brownian motions ; Local stochastic differential geometry, or What can you learn about a manifold by watching Brownian motion? ; Transience and recurrence for multidimensional diffusions: a survey and a recent result ; Semigroup domination and vanishing theorems ; The Iwasawa decomposition and the limiting behaviour of Brownian motion on a symmetric space of noncompact type ; Green's function and harmonic functions on manifolds Isaac Chavel Edgar Feldman and Jay Rosen ; M Cranston and C Mueller ; R W R Darling ; Jozef Dodziuk and Leon Karp ; Peter G Doyle ; T E Duncan ; K D Elworthy ; Masatoshi Fukushima ; Peter B Gilkey ; Joseph Glover ; Pei Hsu ; Leon Karp and Mark Pinsky ; Wilfrid S Kendall ; Yuri Kifer ; Remi Leandre ; Ming Liao ; Ming Liao and Mark Pinsky ; Peter March ; Carl Mueller ; Bernt ksendal ; E J Pauwels and L C G Rogers ; Mark Pinsky ; Ross Pinsky ; Steven Rosenberg ; J C Taylor ; N Th Varopoulos
9780821876626 (online)
Elliptic operators
Global differential geometry
Markov processes
Stochastic analysis