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...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1999, 1999
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| Edition: | 1st ed. 1999 |
| Series: | Lecture Notes in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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