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On the geometry of diffusion operators and stochastic flows
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 properti...
Autores principales: | , , |
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Lenguaje: | eng |
Publicado: |
Springer
1999
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Acceso en línea: | https://dx.doi.org/10.1007/BFb0103064 http://cds.cern.ch/record/1691498 |
_version_ | 1780935766542647296 |
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author | Elworthy, K David Jan, Yves Le Li, Xue-Mei |
author_facet | Elworthy, K David Jan, Yves Le Li, Xue-Mei |
author_sort | Elworthy, K David |
collection | CERN |
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. |
id | cern-1691498 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 1999 |
publisher | Springer |
record_format | invenio |
spelling | cern-16914982021-04-21T21:09:26Zdoi:10.1007/BFb0103064http://cds.cern.ch/record/1691498engElworthy, K DavidJan, Yves LeLi, Xue-MeiOn the geometry of diffusion operators and stochastic flowsMathematical Physics and MathematicsStochastic 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.Springeroai:cds.cern.ch:16914981999 |
spellingShingle | Mathematical Physics and Mathematics Elworthy, K David Jan, Yves Le Li, Xue-Mei On the geometry of diffusion operators and stochastic flows |
title | On the geometry of diffusion operators and stochastic flows |
title_full | On the geometry of diffusion operators and stochastic flows |
title_fullStr | On the geometry of diffusion operators and stochastic flows |
title_full_unstemmed | On the geometry of diffusion operators and stochastic flows |
title_short | On the geometry of diffusion operators and stochastic flows |
title_sort | on the geometry of diffusion operators and stochastic flows |
topic | Mathematical Physics and Mathematics |
url | https://dx.doi.org/10.1007/BFb0103064 http://cds.cern.ch/record/1691498 |
work_keys_str_mv | AT elworthykdavid onthegeometryofdiffusionoperatorsandstochasticflows AT janyvesle onthegeometryofdiffusionoperatorsandstochasticflows AT lixuemei onthegeometryofdiffusionoperatorsandstochasticflows |