On the Geometry of Diffusion Operators and Stochastic Flows

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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Bibliographic Details
Main Authors: Elworthy, K.D (Author, http://id.loc.gov/vocabulary/relators/aut), Le Jan, Y. (http://id.loc.gov/vocabulary/relators/aut), Li, Xue-Mei (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.
Edition:1st ed. 1999.
Series:Lecture Notes in Mathematics, 1720
Subjects:
Probabilities.
Functional analysis.
Differential geometry.
Global analysis (Mathematics).
Manifolds (Mathematics).
Probability Theory and Stochastic Processes.
Functional Analysis.
Differential Geometry.
Global Analysis and Analysis on Manifolds.
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