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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| Auteurs principaux: | , , |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Serier: | Lecture notes in mathematics
1720 |
| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • On the geometry of diffusion operators and stochastic flows, K.D. Elworthy, Y. Le Jan, Xue-Mei Li, Berlin, Springer, 1999, 1 vol. (118 p.), Lecture notes in mathematics, 3-540-66708-3 • On the Geometry of Diffusion Operators and Stochastic Flows, Texte imprimé, 9783662203460 |
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| 100 | 1 | |a Elworthy, Kenneth David, |d 1940- | |
| 245 | 1 | 0 | |a On the Geometry of Diffusion Operators and Stochastic Flows |c K. David Elworthy, Yves Le Jan, Xue-Mei Li. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1720 |x 1617-9692 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Construction of connections -- The infinitesimal generators and associated operators -- Decomposition of noise and filtering -- Application: Analysis on spaces of paths -- Stability of stochastic dynamical systems -- Appendices. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. | ||
| 650 | |a Analyse globale (mathématiques) | ||
| 650 | |a Processus de diffusion | ||
| 650 | |a Opérateurs linéaires | ||
| 650 | |a Flots (dynamique différentiable) | ||
| 650 | |a Géométrie différentielle | ||
| 650 | |a Probabilités | ||
| 650 | |a Mathématiques | ||
| 700 | 1 | |a Le Jan, Yves, |d 1952- |4 aut | |
| 700 | 1 | |a Li, Xue-Mei, |d 1964-...., |c mathématicienne. |4 aut | |
| 776 | 0 | |0 057822557 |t On the geometry of diffusion operators and stochastic flows |f K.D. Elworthy, Y. Le Jan, Xue-Mei Li |c Berlin |n Springer |d 1999 |p 1 vol. (118 p.) |s Lecture notes in mathematics |z 3-540-66708-3 | |
| 776 | 0 | |t On the Geometry of Diffusion Operators and Stochastic Flows |b Texte imprimé |z 9783662203460 | |
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