This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathema

This book provides a careful and accessible exposition of functional analytic methods in stochastic analysis. It focuses on the relationship between Markov proc

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-ellipti