On the Geometry of Diffusion Operators and Stochastic Flows
Produktnummer:
189d5808e37fc24fbfa75e69617d794577
| Autor: | Elworthy, K.D. Le Jan, Y. Li, Xue-Mei |
|---|---|
| Themengebiete: | Measure Riemannian geometry Stochastic differential equations connections differential forms differential geometry manifold path space sub-Riemannian geometry |
| Veröffentlichungsdatum: | 17.11.1999 |
| EAN: | 9783540667087 |
| Sprache: | Englisch |
| Seitenzahl: | 105 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer Berlin |
Produktinformationen "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 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.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen