K D Elworthy

(Author)

On the Geometry of Diffusion Operators and Stochastic Flows (1999)Paperback - 1999, 17 November 1999

On the Geometry of Diffusion Operators and Stochastic Flows (1999)
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Part of Series
Lecture Notes in Mathematics
Print Length
105 pages
Language
English
Publisher
Springer
Date Published
17 Nov 1999
ISBN-10
3540667083
ISBN-13
9783540667087

Description

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.

Product Details

Authors:
K D ElworthyY Le JanXue-Mei Li
Book Edition:
1999
Book Format:
Paperback
Country of Origin:
DE
Date Published:
17 November 1999
Dimensions:
23.39 x 15.6 x 0.71 cm
ISBN-10:
3540667083
ISBN-13:
9783540667087
Language:
English
Location:
Berlin, Heidelberg
Pages:
105
Publisher:
Weight:
195.04 gm

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