TENTANG ASPEK STOKASTIK DIFUSI PADA KERAGAMAN BERBOBOT
Stochastic process extention has been built for a diffusion on weighted manifolds through stochastic differential equation. Diffusion process extention is done by reformulating weighted Laplasian-Beltrami operator which is functioned as a generator in that process. The result shows that diffusion pr...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| Summary: | Stochastic process extention has been built for a diffusion on weighted manifolds
through stochastic differential equation. Diffusion process extention is done
by reformulating weighted Laplasian-Beltrami operator which is functioned as a
generator in that process. The result shows that diffusion process in weighted manifolds
is little different from diffusion process in Riemanian manifold. It is caused
by addition the density function of the measure m. This study also discusses about
diffusion process on special object it is torus T2 |
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