Skip to main content

Homogenization and stochastic parallel displacement

  • Papers Based On Main Talks And Courses
  • Conference paper
  • First Online:
Stochastic Integrals

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 851))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. H. Airault, Subordination du processus dans le fibre tangent et formes harmoniques, Comptes Rendus Academie des Sciences Paris, Serie A 282 (1976), 1311–1314.

    MathSciNet  MATH  Google Scholar 

  2. A. Bensoussan, J. Lions, G. Papanicolaou, Boundary layers and homogenization of transport processes. Publications of the Research Institute for Mathematical Sciences, Kyoto University vol. 15 (1979), 53–158.

    Article  MathSciNet  MATH  Google Scholar 

  3. P. Malliavin, Géometrie Differentielle Stochastique, Univ. Montreal Press, 1978.

    Google Scholar 

  4. E. B. Dynkin, Diffusion of Tensors, Dokl. Akad. Nauk, SSSR, Tom 179 (1968), No. 6, p. 532–535.

    MathSciNet  MATH  Google Scholar 

  5. N. Ikeda and S. Watanabe, Stochastic Differential Equations, forthcoming book.

    Google Scholar 

  6. K. Itô, On stochastic differential equations in a differentiable manifold, Nagoya Math J. 1, 35–47 (1950).

    Article  MathSciNet  MATH  Google Scholar 

  7. K. Itô, The Brownian motion and tensor fields on Riemannian manifolds, International Congress of Mathematicians, Stockholm 1962 p. 536–539.

    Google Scholar 

  8. K. Itô, Stochastic parallel displacement, in Springer Verlag Lecture Notes in Mathematics, vol. 451, pp. 1–7.

    Google Scholar 

  9. P. Malliavin, Formules de la moyenne, calcul de perturbations et théormes d'annulation pour les formes harmoniques, Journal of Functional Analysis 17 (1974), 274–291.

    Article  MathSciNet  MATH  Google Scholar 

  10. H. P. McKean, Stochastic Integrals, Academic Press, 1969.

    Google Scholar 

  11. G. Papanicolaou, Probabilistic Problems and Methods in Singular Perturbations, Rocky Mountain Journal of Mathematics 6 (1976), 653–673.

    Article  MathSciNet  MATH  Google Scholar 

  12. M. Pinsky, Isotropic transport process on a Riemannian manifold, Transactions of the A.M.S. 218 (1976), 353–360.

    Article  MathSciNet  MATH  Google Scholar 

  13. M. Pinsky, Stochastic Riemannian Geometry, in Probabilistic Analysis and Related Topics, Academic Press, 1978.

    Google Scholar 

  14. P. H. Roberts and H. D. Ursell, Random walk on a sphere and on a differentiable manifold, Philosophical Transactions Royal Society 252 (1962) 317–356.

    Article  MathSciNet  MATH  Google Scholar 

  15. S. T. Yau, The heat kernel of a complete Riemannian manifold, Journal des Mathématiques Pures et Appliquées, 1978. vol. 57, 191–201

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

David Williams

Rights and permissions

Reprints and permissions

Copyright information

© 1981 Springer-Verlag

About this paper

Cite this paper

Pinsky, M.A. (1981). Homogenization and stochastic parallel displacement. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088731

Download citation

  • DOI: https://doi.org/10.1007/BFb0088731

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10690-6

  • Online ISBN: 978-3-540-38613-1

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics