Submanifold bridge processes

We introduce and study submanifold bridge processes. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. Our formula expresses this object in terms of a stochastic process whose trajectories terminate on the...

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Bibliographic Details
Main Author: Thompson, James
Published: University of Warwick 2015
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.687137