Coverart for item
The Resource On the geometry of diffusion operators and stochastic flows, K.D. Elworthy, Y. Le Jan, Xue-Mei Li

On the geometry of diffusion operators and stochastic flows, K.D. Elworthy, Y. Le Jan, Xue-Mei Li

Label
On the geometry of diffusion operators and stochastic flows
Title
On the geometry of diffusion operators and stochastic flows
Statement of responsibility
K.D. Elworthy, Y. Le Jan, Xue-Mei Li
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Elworthy, K. D
Dewey number
  • 510 s
  • 519.2/33
Illustrations
illustrations
Index
index present
LC call number
QA3
LC item number
.L28 no.1720
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
  • 1952-
  • 1964-
http://library.link/vocab/relatedWorkOrContributorName
  • Le Jan, Y.
  • Li, X-M.
Series statement
Lecture notes in mathematics,
Series volume
1720
http://library.link/vocab/subjectName
  • Diffusion processes
  • Linear operators
  • Flows (Differentiable dynamical systems)
Label
On the geometry of diffusion operators and stochastic flows, K.D. Elworthy, Y. Le Jan, Xue-Mei Li
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [111]-116) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Construction of connections -- 1.1. Construction of connections -- 1.2. Basic Classes of Examples -- 1.3. Adjoint connections, torsion skew symmetry, basic formulae -- 1.4. Example: Homogeneous spaces continued -- 2. The infinitesimal generators and associated operators -- 2.1. The irrelevance of drift in dimension greater than 1 -- 2.2. Torsion Skew Symmetry -- 2.3. The 'divergence operator' [delta] -- 2.4. Hormander form generators on differential forms -- 2.5. On the infinitesimal generator -- 3. Decomposition of noise and filtering -- 3.1. A canonical decomposition of the noise driving a stochastic differential equation -- 3.2. Canonical decomposition of the Gaussian field W[subscript t] -- 3.3. Filtering out redundant noise -- 4. Application: Analysis on spaces of paths -- 4.1. Integration by parts and Clark-Ocone formulae -- 4.2. Logarithmic Sobolev Inequality -- 4.3. Analysis on C[subscript id] (DiffM) -- 5. Stability of stochastic dynamical systems -- App. A. Universal Connections as L-W connection -- App. B. Creation and Annihilation operators (notation for section 2.4) -- App. C. Basic formulae -- App. D. List of notation
Control code
42753490
Dimensions
24 cm
Extent
118 pages
Isbn
9783540667087
Isbn Type
(softcover : alk. paper)
Lccn
99056079
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Label
On the geometry of diffusion operators and stochastic flows, K.D. Elworthy, Y. Le Jan, Xue-Mei Li
Publication
Bibliography note
Includes bibliographical references (pages [111]-116) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Construction of connections -- 1.1. Construction of connections -- 1.2. Basic Classes of Examples -- 1.3. Adjoint connections, torsion skew symmetry, basic formulae -- 1.4. Example: Homogeneous spaces continued -- 2. The infinitesimal generators and associated operators -- 2.1. The irrelevance of drift in dimension greater than 1 -- 2.2. Torsion Skew Symmetry -- 2.3. The 'divergence operator' [delta] -- 2.4. Hormander form generators on differential forms -- 2.5. On the infinitesimal generator -- 3. Decomposition of noise and filtering -- 3.1. A canonical decomposition of the noise driving a stochastic differential equation -- 3.2. Canonical decomposition of the Gaussian field W[subscript t] -- 3.3. Filtering out redundant noise -- 4. Application: Analysis on spaces of paths -- 4.1. Integration by parts and Clark-Ocone formulae -- 4.2. Logarithmic Sobolev Inequality -- 4.3. Analysis on C[subscript id] (DiffM) -- 5. Stability of stochastic dynamical systems -- App. A. Universal Connections as L-W connection -- App. B. Creation and Annihilation operators (notation for section 2.4) -- App. C. Basic formulae -- App. D. List of notation
Control code
42753490
Dimensions
24 cm
Extent
118 pages
Isbn
9783540667087
Isbn Type
(softcover : alk. paper)
Lccn
99056079
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations

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