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＜電子ブック＞
On the Geometry of Diffusion Operators and Stochastic Flows / by K.D. Elworthy, Y. Le Jan, Xue-Mei Li
(Lecture Notes in Mathematics. ISSN:16179692 ; 1720)

版	1st ed. 1999.
出版者	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年	1999
本文言語	英語
大きさ	V, 105 p : online resource
冊子体	On the Geometry of diffusion operators and stochastic flows / K.D. Elworthy, Y. Le Jan, Xue-Mei, Li
著者標目	*Elworthy, K.D author Le Jan, Y author Li, Xue-Mei author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Functional analysis LCSH:Geometry, Differential LCSH:Global analysis (Mathematics) LCSH:Manifolds (Mathematics) FREE:Probability Theory FREE:Functional Analysis FREE:Differential Geometry FREE:Global Analysis and Analysis on Manifolds
一般注記	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 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 Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/BFb0103064

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