
Stochastic differential geometry at Saint-Flour
Title:
Stochastic differential geometry at Saint-Flour
Author:
Ancona, A. (Alano)
ISBN:
9783642341700
Personal Author:
Publication Information:
Heidelberg ; New York : Springer, ©2013.
Physical Description:
viii, 507 pages ; 24 cm
General Note:
Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1427 (1990), 1362 (1988), 1738 (2000) and 1097 (1984) -- T.p. verso.
Saint-Flour probability summer school attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts two weeks. Each summer it provides three high-level courses presented by international specialists, a comprehensive study of some subfields in probability theory or statistics. Lecture courses are written up by their authors for publications in the LNM series.
Contents:
Theorie du potentiel sur les graphes et les varietes / Alano Ancona -- Geometric aspects of diffusions on manifolds / K. David Elworthy -- Martingales continues dans les varietes differentiables / Michel Émery -- Stochastic differential equations and stochastic flows of diffeomorphisms / Hiroshi Kunita.
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