| 书目名称 | On the Geometry of Diffusion Operators and Stochastic Flows | | 编辑 | K. David Elworthy,Yves Le Jan,Xue-Mei Li | | 视频video | | | 丛书名称 | Lecture Notes in Mathematics | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Book 1999 | | 关键词 | Measure; Riemannian geometry; Stochastic differential equations; connections; differential forms; differe | | 版次 | 1 | | doi | https://doi.org/10.1007/BFb0103064 | | isbn_softcover | 978-3-540-66708-7 | | isbn_ebook | 978-3-540-47022-9Series ISSN 0075-8434 Series E-ISSN 1617-9692 | | issn_series | 0075-8434 | | copyright | Springer-Verlag Berlin Heidelberg 1999 |
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发表于 2025-3-21 17:47:45
