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Geometry of random motion : [electronic resource] proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held July 19-25, 1987 with support from the National Science Foundation and the Army Research Office / Rick Durrett and Mark A. Pinsky, editors.

By: AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Geometry of Random Motion (1987 : Cornell University)Contributor(s): Durrett, Richard, 1951- | Pinsky, Mark A, 1940-Material type: Text

TextSeries: Contemporary mathematics (American Mathematical Society) ; v. 73.Publication details: Providence, R.I. : American Mathematical Society, c1988Description: 1 online resource (xii, 337 p. : ill.)ISBN: 9780821876626 (online)Subject(s): Global differential geometry -- Congresses | Elliptic operators -- Congresses | Stochastic analysis -- Congresses | Markov processes -- CongressesAdditional physical formats: Geometry of random motion :DDC classification: 516.3/62 LOC classification: QA641 | .A598 1987Online resources: Contents | Contents

Contents:

Fluctuations of the Wiener sausage for surfaces / Isaac Chavel, Edgar Feldman and Jay Rosen -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954623 A review of recent and older results on the absolute continuity of harmonic measure / M. Cranston and C. Mueller -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954624 Constructing stochastic flows: some examples / R. W. R. Darling -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954625 Spectral and function theory for combinatorial Laplacians / Jozef Dodziuk and Leon Karp -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954626 On deciding whether a surface is parabolic or hyperbolic / Peter G. Doyle -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954627 A solvable stochastic control problem in spheres / T. E. Duncan -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954628 Brownian motion and the ends of a manifold / K. D. Elworthy -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954629 On holomorphic diffusions and plurisubharmonic functions / Masatoshi Fukushima -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954630 Leading terms in the asymptotics of the heat equation / Peter B. Gilkey -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954631 Probability and differential equations / Joseph Glover -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954632 Brownian motion and Riemannian geometry / Pei Hsu -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954633 First-order asymptotics of the principal eigenvalue of tubular neighborhoods / Leon Karp and Mark Pinsky -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954634 Martingales on manifolds and harmonic maps / Wilfrid S. Kendall -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954635 Harmonic functions on Riemannian manifolds / Yuri Kifer -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954636 Quantitative and geometric applications of the Malliavin calculus / R�emi L�eandre -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954637 An independence property of Riemannian Brownian motions / Ming Liao -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954638 Stochastic parallel translation for Riemannian Brownian motion conditioned to hit a fixed point of a sphere / Ming Liao and Mark Pinsky -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954639 Probabilistic interpretation of Hadamard's variational formulas / Peter March -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954640 A counterexample for Brownian motion on manifolds / Carl Mueller -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954641 Using random motion to study quasiregular functions / Bernt �ksendal -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954642 Skew-product decompositions of Brownian motions / E. J. Pauwels and L. C. G. Rogers -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954643 Local stochastic differential geometry, or What can you learn about a manifold by watching Brownian motion? / Mark Pinsky -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954644 Transience and recurrence for multidimensional diffusions: a survey and a recent result / Ross Pinsky -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954645 Semigroup domination and vanishing theorems / Steven Rosenberg -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954646 The Iwasawa decomposition and the limiting behaviour of Brownian motion on a symmetric space of noncompact type / J. C. Taylor -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954647 Green's function and harmonic functions on manifolds / N. Th. Varopoulos -- http://www.ams.org/conm/073/ http://dx.doi.org/10.1090/conm/073/954648

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"The AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Geometry of Random Motion was held at Cornell University, Ithaca"--T.p. verso.

Includes bibliographies.

Fluctuations of the Wiener sausage for surfaces / Isaac Chavel, Edgar Feldman and Jay Rosen -- A review of recent and older results on the absolute continuity of harmonic measure / M. Cranston and C. Mueller -- Constructing stochastic flows: some examples / R. W. R. Darling -- Spectral and function theory for combinatorial Laplacians / Jozef Dodziuk and Leon Karp -- On deciding whether a surface is parabolic or hyperbolic / Peter G. Doyle -- A solvable stochastic control problem in spheres / T. E. Duncan -- Brownian motion and the ends of a manifold / K. D. Elworthy -- On holomorphic diffusions and plurisubharmonic functions / Masatoshi Fukushima -- Leading terms in the asymptotics of the heat equation / Peter B. Gilkey -- Probability and differential equations / Joseph Glover -- Brownian motion and Riemannian geometry / Pei Hsu -- First-order asymptotics of the principal eigenvalue of tubular neighborhoods / Leon Karp and Mark Pinsky -- Martingales on manifolds and harmonic maps / Wilfrid S. Kendall -- Harmonic functions on Riemannian manifolds / Yuri Kifer -- Quantitative and geometric applications of the Malliavin calculus / R�emi L�eandre -- An independence property of Riemannian Brownian motions / Ming Liao -- Stochastic parallel translation for Riemannian Brownian motion conditioned to hit a fixed point of a sphere / Ming Liao and Mark Pinsky -- Probabilistic interpretation of Hadamard's variational formulas / Peter March -- A counterexample for Brownian motion on manifolds / Carl Mueller -- Using random motion to study quasiregular functions / Bernt �ksendal -- Skew-product decompositions of Brownian motions / E. J. Pauwels and L. C. G. Rogers -- Local stochastic differential geometry, or What can you learn about a manifold by watching Brownian motion? / Mark Pinsky -- Transience and recurrence for multidimensional diffusions: a survey and a recent result / Ross Pinsky -- Semigroup domination and vanishing theorems / Steven Rosenberg -- The Iwasawa decomposition and the limiting behaviour of Brownian motion on a symmetric space of noncompact type / J. C. Taylor -- Green's function and harmonic functions on manifolds / N. Th. Varopoulos --