On the Geometry of Diffusion Operators and Stochastic Flows. 1st ed. 1999
- 種類:
- 電子ブック
- 責任表示:
- by K.D. Elworthy, Y. Le Jan, Xue-Mei Li
- 出版情報:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999
- 著者名:
- シリーズ名:
- Lecture Notes in Mathematics ; 1720
- ISBN:
- 9783540470229 [3540470220]
- 注記:
- 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.
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. - ローカル注記:
- 学内専用E-BOOKS (local access only)
類似資料:
|
Springer-Verlag |
Springer International Publishing : Imprint: Birkhäuser |
|
Springer Basel AG |
Springer Nature Singapore : Imprint: Springer |
|
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
|
Springer India : Imprint: Springer |
Springer International Publishing : Imprint: Birkhäuser |
|
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
|
Springer-Verlag Berlin Heidelberg |
Springer-Verlag Berlin Heidelberg |
