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VOL. 4 | 2008 Diffusion Processes on Manifolds
Fabrice Debbasch, Claire Chevalier

Editor(s) Stewart N. Ethier, Jin Feng, Richard H. Stockbridge

Abstract

This is an informal introduction to stochastic analysis on both Riemannian and Lorentzian manifolds. We review the basics underlying the construction of diffusions on manifolds, highlighting the important differences between the Riemannian and Lorentzian cases. We also discuss a few recent applications which range from biophysics to cosmology.

Information

Published: 1 January 2008
First available in Project Euclid: 28 January 2009

zbMATH: 1169.58014
MathSciNet: MR2574225

Digital Object Identifier: 10.1214/074921708000000318

Rights: Copyright © 2008, Institute of Mathematical Statistics

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