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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Main Authors: Elworthy, K.D., Le Jan, Y. (Author), Li, Xue-Mei (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1999, 1999
Edition:1st ed. 1999
Series:Lecture Notes in Mathematics
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Analysis on spaces of paths
  • Stability of stochastic dynamical systems
  • Appendices