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
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
Action
digitized
Cataloging source
BUF
http://library.link/vocab/creatorName
Elworthy, K. D
Dewey number
  • 510 s
  • 519.2/33
Illustrations
illustrations
Index
index present
Language note
English
LC call number
QA3.L28 no. 1720
Literary form
non fiction
Nature of contents
  • dictionaries
  • 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)
  • Processus de diffusion
  • Opérateurs linéaires
  • Flots (Dynamique différentiable)
  • Diffusion processes
  • Flows (Differentiable dynamical systems)
  • Linear operators
  • Operatoren
  • Stochastische systemen
  • Algebraïsche meetkunde
  • Equacoes diferenciais parciais
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
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
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 Itering -- Application: Analysis on spaces of paths -- Stability of stochastic dynamical systems -- Appendices
Control code
162121407
Dimensions
unknown
Extent
1 online resource (118 pages).
Form of item
online
Isbn
9783540470229
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/BFb0103064
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)162121407
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
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
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
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 Itering -- Application: Analysis on spaces of paths -- Stability of stochastic dynamical systems -- Appendices
Control code
162121407
Dimensions
unknown
Extent
1 online resource (118 pages).
Form of item
online
Isbn
9783540470229
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/BFb0103064
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)162121407
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

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