On the Geometry of Diffusion Operators and Stochastic Flows is popular PDF and ePub book, written by K.D. Elworthy in 2007-01-05, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, On the Geometry of Diffusion Operators and Stochastic Flows can be Read Online from any device for your convenience.
On the Geometry of Diffusion Operators and Stochastic Flows Book PDF Summary
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.
Detail Book of On the Geometry of Diffusion Operators and Stochastic Flows PDF
- Author : K.D. Elworthy
- Release : 05 January 2007
- Publisher : Springer
- ISBN : 9783540470229
- Genre : Mathematics
- Total Page : 121 pages
- Language : English
- PDF File Size : 10,8 Mb
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