On the Geometry of Diffusion Operators and Stochastic Flows [electronic resource] /
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.
Main Authors: | , , , |
---|---|
Format: | Texto biblioteca |
Language: | eng |
Published: |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,
1999
|
Subjects: | Mathematics., Functional analysis., Global analysis (Mathematics)., Manifolds (Mathematics)., Differential geometry., Probabilities., Probability Theory and Stochastic Processes., Functional Analysis., Differential Geometry., Global Analysis and Analysis on Manifolds., |
Online Access: | http://dx.doi.org/10.1007/BFb0103064 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
KOHA-OAI-TEST:207349 |
---|---|
record_format |
koha |
spelling |
KOHA-OAI-TEST:2073492018-07-30T23:37:38ZOn the Geometry of Diffusion Operators and Stochastic Flows [electronic resource] / Elworthy, K. David. author. Jan, Yves Le. author. Li, Xue-Mei. author. SpringerLink (Online service) textBerlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,1999.engStochastic 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.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.Mathematics.Functional analysis.Global analysis (Mathematics).Manifolds (Mathematics).Differential geometry.Probabilities.Mathematics.Probability Theory and Stochastic Processes.Functional Analysis.Differential Geometry.Global Analysis and Analysis on Manifolds.Springer eBookshttp://dx.doi.org/10.1007/BFb0103064URN:ISBN:9783540470229 |
institution |
COLPOS |
collection |
Koha |
country |
México |
countrycode |
MX |
component |
Bibliográfico |
access |
En linea En linea |
databasecode |
cat-colpos |
tag |
biblioteca |
region |
America del Norte |
libraryname |
Departamento de documentación y biblioteca de COLPOS |
language |
eng |
topic |
Mathematics. Functional analysis. Global analysis (Mathematics). Manifolds (Mathematics). Differential geometry. Probabilities. Mathematics. Probability Theory and Stochastic Processes. Functional Analysis. Differential Geometry. Global Analysis and Analysis on Manifolds. Mathematics. Functional analysis. Global analysis (Mathematics). Manifolds (Mathematics). Differential geometry. Probabilities. Mathematics. Probability Theory and Stochastic Processes. Functional Analysis. Differential Geometry. Global Analysis and Analysis on Manifolds. |
spellingShingle |
Mathematics. Functional analysis. Global analysis (Mathematics). Manifolds (Mathematics). Differential geometry. Probabilities. Mathematics. Probability Theory and Stochastic Processes. Functional Analysis. Differential Geometry. Global Analysis and Analysis on Manifolds. Mathematics. Functional analysis. Global analysis (Mathematics). Manifolds (Mathematics). Differential geometry. Probabilities. Mathematics. Probability Theory and Stochastic Processes. Functional Analysis. Differential Geometry. Global Analysis and Analysis on Manifolds. Elworthy, K. David. author. Jan, Yves Le. author. Li, Xue-Mei. author. SpringerLink (Online service) On the Geometry of Diffusion Operators and Stochastic Flows [electronic resource] / |
description |
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. |
format |
Texto |
topic_facet |
Mathematics. Functional analysis. Global analysis (Mathematics). Manifolds (Mathematics). Differential geometry. Probabilities. Mathematics. Probability Theory and Stochastic Processes. Functional Analysis. Differential Geometry. Global Analysis and Analysis on Manifolds. |
author |
Elworthy, K. David. author. Jan, Yves Le. author. Li, Xue-Mei. author. SpringerLink (Online service) |
author_facet |
Elworthy, K. David. author. Jan, Yves Le. author. Li, Xue-Mei. author. SpringerLink (Online service) |
author_sort |
Elworthy, K. David. author. |
title |
On the Geometry of Diffusion Operators and Stochastic Flows [electronic resource] / |
title_short |
On the Geometry of Diffusion Operators and Stochastic Flows [electronic resource] / |
title_full |
On the Geometry of Diffusion Operators and Stochastic Flows [electronic resource] / |
title_fullStr |
On the Geometry of Diffusion Operators and Stochastic Flows [electronic resource] / |
title_full_unstemmed |
On the Geometry of Diffusion Operators and Stochastic Flows [electronic resource] / |
title_sort |
on the geometry of diffusion operators and stochastic flows [electronic resource] / |
publisher |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, |
publishDate |
1999 |
url |
http://dx.doi.org/10.1007/BFb0103064 |
work_keys_str_mv |
AT elworthykdavidauthor onthegeometryofdiffusionoperatorsandstochasticflowselectronicresource AT janyvesleauthor onthegeometryofdiffusionoperatorsandstochasticflowselectronicresource AT lixuemeiauthor onthegeometryofdiffusionoperatorsandstochasticflowselectronicresource AT springerlinkonlineservice onthegeometryofdiffusionoperatorsandstochasticflowselectronicresource |
_version_ |
1756268373315944448 |