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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
On the Geometry of Diffusion Operators and Stochastic Flows

On the Geometry of Diffusion Operators and Stochastic Flows

Elworthy, K. D.
Le Jan, Y.
Li, Xue-Mei

Paperback

Series: Lecture Notes in Mathematics, Book 1720

Medical ReferenceGeneral MathematicsProbability & Statistics

ISBN10: 3540667083
ISBN13: 9783540667087
Publisher: Springer
Published: Nov 17 1999
Pages: 105
Weight: 0.43
Height: 0.28 Width: 6.14 Depth: 9.21
Language: English
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.

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