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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Bibliographic Details

Main Author:	Elworthy, K. D.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Le Jan, Y. (Yves), 1952-, Li, X-M. (Xue-Mei), 1964-
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, [1999]
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1720.
Subjects:	Diffusion processes. Linear operators. Flows (Differentiable dynamical systems) Processus de diffusion. Opérateurs linéaires. Flots (Dynamique différentiable) Operatoren. Stochastische systemen. Algebraïsche meetkunde. Equacoes diferenciais parciais. Electronic books.
Online Access:	Connect to the full text of this electronic book