Geometry Of Random Motion
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Geometry of Random Motion
Author: Richard Durrett
language: en
Publisher: American Mathematical Soc.
Release Date: 1988
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.
The Geometry of Random Fields
An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.
Topics in Modern Differential Geometry
A variety of introductory articles is provided on a wide range of topics, including variational problems on curves and surfaces with anisotropic curvature. Experts in the fields of Riemannian, Lorentzian and contact geometry present state-of-the-art reviews of their topics. The contributions are written on a graduate level and contain extended bibliographies. The ten chapters are the result of various doctoral courses which were held in 2009 and 2010 at universities in Leuven, Serbia, Romania and Spain.