Probability theory. A somewhat narrow perspective

MaRDI QIDQ2762163zbMATH OpenFDO

Authors Daniel W. Stroock

Publication date 11 August 2002

zbMATH Keywords

Brownian motionRiemannian manifoldWiener measure

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Review text

This expository paper describes some applications of probability theory to seemingly unrelated areas of mathematics. The primary examples described are applications of probability theory to partial differential equations and the study of the heat semigroup on a Riemannian manifold. For the entire collection see [Zbl 0955.00011].

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