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On the Geometry of Diffusion Operators and Stochastic Flows by K D Elworthy
On the Geometry of Diffusion Operators and Stochastic Flows by K D Elworthy
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On the Geometry of Diffusion Operators and Stochastic Flows

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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.
Release date Australia
November 17th, 1999
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Illustrations
V, 105 p.
Pages
105
Dimensions
155x235x7
ISBN-13
9783540667087
Product ID
5765282

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