[PDF.71up] On the Geometry of Diffusion Operators and Stochastic Flows

On the Geometry of Diffusion Operators and Stochastic Flows

[PDF.hk28] On the Geometry of Diffusion Operators and Stochastic Flows

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 | #5635291 in Books |  Springer |  2000-05-15 | Original language:English | PDF # 1 |  9.13 x.26 x6.14l,.43 | File type: PDF | 118 pages

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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...

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