On the Geometry of Diffusion Operators and Stochastic Flows (Paperback, 1999 ed.)

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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 1720
Release date:	2001
First published:	1999
Authors:	K.D. Elworthy • Y. Le Jan • Xuemei Li
Dimensions:	235 x 155 x 7mm (L x W x T)
Format:	Paperback
Pages:	105
Edition:	1999 ed.
ISBN-13:	978-3-540-66708-7
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis Books > Science & Mathematics > Mathematics > Geometry > Differential & Riemannian geometry Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	3-540-66708-3
Barcode:	9783540667087

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