An Introduction to the Analysis of Paths on a Riemannian Manifold

Abstract

Brownian motion in Euclidean space Diffusions in Euclidean space Some addenda, extensions, and refinements Doing it on a manifold, an extrinsic approach More about extrinsic Riemannian geometry Bochner's identity Some intrinsic Riemannian geometry The bundle of orthonormal frames Local analysis of Brownian motion Perturbing Brownian paths References Index.