The investigator will examine the properties of diffusions on manifolds and diffusion corresponding to elliptic divergence form operators. Diffusion processes provide widely used models especially in Physics. Both the analytic and the probabilistic tools will be used to seek solutions to these important problems. On manifolds, the smoothness of the exit distribution of Brownian motion will be studied. On special structures, the investigator will study the asymptotic behavior of conditioned Brownian motion. For diffusions arising from elliptic divergence form operators, transformation of drift formulae, conditional gauge theorems and sample path properties will be studied.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
8701629
Program Officer
Peter Arzberger
Project Start
Project End
Budget Start
1987-07-01
Budget End
1989-12-31
Support Year
Fiscal Year
1987
Total Cost
$33,650
Indirect Cost
Name
University of Rochester
Department
Type
DUNS #
City
Rochester
State
NY
Country
United States
Zip Code
14627