On the geometry of diffusion operators and stochastic flows / K.D. Elworthy, Y. Le Jan, Xue-Mei Li.

By:

Elworthy, K. D

Contributor(s):

Material type: Text

text

Media type:

computer

Carrier type:

online resource

ISBN:

9783540470229
3540470220

Subject(s): Additional physical formats: Print version:: On the geometry of diffusion operators and stochastic flows.DDC classification:

510 s 519.2/33 21

LOC classification:

QA3.L28 no. 1720

Other classification:

31.51
53B05
58
58G32
58J65
60.75
60.02
60H

Online resources:

Click here to access online

Contents:

Construction of connections -- The infinitesimal generators and associated operators -- Decomposition of noise and Itering -- Application: Analysis on spaces of paths -- Stability of stochastic dynamical systems -- Appendices.

Action note:

digitized 2010 HathiTrust Digital Library committed to preserve

Summary: 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.

Holdings ( 1 )
Title notes ( 10 )

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Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
eBook	e-Library	eBook LN Mathematic		Available

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Includes bibliographical references (pages 111-116) and index.

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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Print version record.

English.