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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Acta Applicandae Mat...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Acta Applicandae Mathematicae
Article . 1987 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1987
Data sources: zbMATH Open
https://doi.org/10.1007/978-94...
Part of book or chapter of book . 1987 . Peer-reviewed
Data sources: Crossref
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Stochastic differential geometry: An introduction

Authors: Kendall, Wilfrid S.;

Stochastic differential geometry: An introduction

Abstract

This is a survey on the relations between asymptotic properties of semi- martingales and, in particular, of Brownian motion on a Riemannian manifold on the one hand and curvature properties of the manifold on the other hand. Following a brief description of real-valued semimartingales and of some essentials of calculus on manifolds, an introduction to semimartingales on manifolds is given, including the notions of \(\Gamma\)-martingales and of \(\Gamma\)-Brownian motion, where \(\Gamma\) is a connection. Another (purely deterministic) section is devoted to geodesics and curvature. After this introductory part some - mostly recent - results on relations between curvature, harmonic functions, and harmonic maps on the one hand and transience and recurrence, zero-one laws, limiting directions, the ``Brownian coupling property'', and other properties of Brownian motion on the other hand are surveyed. A sample: boundedness of the Ricci curvature from below by a quadratic polynomial of the distance function implies stochastic completeness of the manifold (i.e., Brownian motion does not explode); for this result a more or less explicit proof is provided. Conversely if the Ricci curvature decreases to -\(\infty\) too fast and if another condition on geodesics is satisfied (namely if the cut-locus is polar) then Brownian motion explodes. Finally ``other topics'' are mentioned very briefly: Malliavin calculus, stochastic flows, stochastic differential forms, small time asymptotics, Wiener sausages, stochastic Kählerian geometry.

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Keywords

Generalizations of martingales, Diffusion processes and stochastic analysis on manifolds, Malliavin calculus, Brownian coupling property, transience and recurrence, stochastic flows, stochastic Kählerian geometry, asymptotic properties of semi-martingales, survey, Wiener sausages, Stochastic ordinary differential equations (aspects of stochastic analysis), Ricci curvature, Brownian motion on a Riemannian manifold, Martingales and classical analysis, Brownian motion, curvature properties of the manifold, stochastic differential forms

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
10
Average
Top 10%
Average
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