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OverviewStochastic 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. Full Product DetailsAuthor: K. D. Elworthy , Y. Le Jan , Xue-Mei Li , X.-M. Li (University of Connecticut, USA)Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Edition: 1999 ed. Volume: 1720 Dimensions: Width: 15.50cm , Height: 0.70cm , Length: 23.50cm Weight: 0.454kg ISBN: 9783540667087ISBN 10: 3540667083 Pages: 105 Publication Date: 17 November 1999 Audience: College/higher education , Professional and scholarly , Postgraduate, Research & Scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Out of print, replaced by POD  We will order this item for you from a manufatured on demand supplier. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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