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On the Geometry of Diffusion Operators and Stochastic Flows by K. David Elworthy, Yves Le Jan, Xue-Mei Li (auth.) is a nonfiction available to read on EtoBox.

What is On the Geometry of Diffusion Operators and Stochastic Flows about?

Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative properties of stochastic flows, and analysis on path spaces of compact manifolds with diffusion measures. This should be useful to stochastic analysts, especially those with interests in stochastic flows, infinite dimensional analysis, or geometric analysis, and also to researchers in sub-Riemannian geometry. A basic background in differential geometry is assumed, but the construction of the connections is very direct and itself gives an intuitive and concrete introduction. Knowledge of stochastic analysis is also assumed for later chapters. Erscheinungsdatum: 17.11.1999

Who reads On the Geometry of Diffusion Operators and Stochastic Flows?

Author

K. David Elworthy, Yves Le Jan, Xue-Mei Li (auth.)

Publisher

Springer-Verlag Berlin Heidelberg

Published

1999

Language

EN

ISBN

9783540470229

Category

nonfiction

Subjects

Mathematics, Medical, Nursing