On the Geometry of Diffusion Operators and Stochastic Flows
(Lecture Notes in Mathematics ; Vol. 1720)
| データ種別 | 電子書籍 |
|---|---|
| 出版者 | New York : Springer |
| 出版年 | Jan. 2000 |
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| 書誌ID | OB00868726 |
|---|---|
| 本文言語 | 英語 |
| 一般注記 | License restrictions may limit access Annotation 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 Scholarly & Professional Springer |
| 著者標目 | *Elworthy, K. D Author Le Jan, Y (Yves) 1952- Author Li, Xue-Mei Author |
| 件 名 | FREE:Differentiable Dynamical Systems FREE:Mathematics -- Differential Equations -- General 全ての件名で検索 |
| 分 類 | LCC:QA3.L28 no. 1720 DC21:510 s 519.2/33 |
| 巻冊次 | ISBN:9783540667087 RefWorks出力（各巻） Trade Paper ; ISBN:3540667083 ; PRICE:USD 39.95 Retail Price RefWorks出力（各巻） |
| 資料種別 | 機械可読データファイル |
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