Faithin Omaha eBook Collection

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-ellipti

During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Speci

Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book prov

Mainly from the perspective of a probabilist, Hsu shows how stochastic analysis and differential geometry can work together for their mutual benefit. He writes

Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (s