On the Geometry of Diffusion Operators and Stochastic Flows
| Author/creator | Elworthy, K. D. Author |
| Other author | Le Jan, Y. (Yves), 1952- Author |
| Other author | Li, Xue-Mei Author |
| Format | Electronic |
| Publication Info | New York : Springer |
| Description | 122 p. ill |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present) |
| Subjects |
| Series | Lecture Notes in Mathematics Vol. 1720 |
| Summary | Annotation 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 99056079 |
| ISBN | 9783540667087 |
| ISBN | 3540667083 (Trade Paper) Active Record |
| Standard identifier# | 9783540667087 |
| Stock number | 00024965 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |