The Resource On the Geometry of Diffusion Operators and Stochastic Flows, by K. David Elworthy, Yves Le Jan, Xue-Mei Li, (electronic resource)

On the Geometry of Diffusion Operators and Stochastic Flows, by K. David Elworthy, Yves Le Jan, Xue-Mei Li, (electronic resource)

Label
On the Geometry of Diffusion Operators and Stochastic Flows
Title
On the Geometry of Diffusion Operators and Stochastic Flows
Statement of responsibility
by K. David Elworthy, Yves Le Jan, Xue-Mei Li
Creator
Contributor
Author
Provider
Subject
Language
eng
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
Member of
http://library.link/vocab/creatorName
Elworthy, K. David
Image bit depth
0
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Jan, Yves Le.
  • Li, Xue-Mei.
  • SpringerLink
Series statement
Lecture Notes in Mathematics,
Series volume
1720
http://library.link/vocab/subjectName
  • Mathematics
  • Global analysis
  • Global differential geometry
  • Distribution (Probability theory)
  • Mathematics
  • Probability Theory and Stochastic Processes
  • Global Analysis and Analysis on Manifolds
  • Differential Geometry
Label
On the Geometry of Diffusion Operators and Stochastic Flows, by K. David Elworthy, Yves Le Jan, Xue-Mei Li, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Construction of connections -- The infinitesimal generators and associated operators -- Decomposition of noise and filtering -- Application: Analysis on spaces of paths -- Stability of stochastic dynamical systems -- Appendices
Dimensions
unknown
Extent
V, 105 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783540470229
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/BFb0103064
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-540-47022-9
Label
On the Geometry of Diffusion Operators and Stochastic Flows, by K. David Elworthy, Yves Le Jan, Xue-Mei Li, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Construction of connections -- The infinitesimal generators and associated operators -- Decomposition of noise and filtering -- Application: Analysis on spaces of paths -- Stability of stochastic dynamical systems -- Appendices
Dimensions
unknown
Extent
V, 105 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783540470229
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/BFb0103064
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-540-47022-9

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