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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...

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Detalles Bibliográficos
Autores principales: Elworthy, K David, Jan, Yves Le, Li, Xue-Mei
Lenguaje:eng
Publicado: Springer 1999
Materias:
Acceso en línea:https://dx.doi.org/10.1007/BFb0103064
http://cds.cern.ch/record/1691498
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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.
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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
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