On the Geometry of Diffusion Operators and Stochastic Flows
Synopsis
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.Book details
- Edition:
- 1999
- Series:
- Lecture Notes in Mathematics (Book 1720)
- Author:
- K.D. Elworthy, Y. Le Jan, Xue-Mei Li
- ISBN:
- 9783540470229
- Related ISBNs:
- 9783540667087
- Publisher:
- Springer Berlin Heidelberg
- Pages:
- N/A
- Reading age:
- Not specified
- Includes images:
- No
- Date of addition:
- 2022-07-12
- Usage restrictions:
- Copyright
- Copyright date:
- 1999
- Copyright by:
- N/A
- Adult content:
- No
- Language:
- English
- Categories:
- Mathematics and Statistics, Nonfiction