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The Resource On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, XueMei Li, (electronic resource)
On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, XueMei Li, (electronic resource)
Resource Information
The item On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, XueMei Li, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Oklahoma Libraries.This item is available to borrow from all library branches.
Resource Information
The item On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, XueMei Li, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Oklahoma Libraries.
This item is available to borrow from all library branches.
 Summary
 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 subRiemannian 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
 Language

 eng
 eng
 Edition
 1st ed. 1999.
 Extent
 1 online resource (V, 105 p.)
 Note
 Bibliographic Level Mode of Issuance: Monograph
 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
 Isbn
 9783540470229
 Label
 On the Geometry of Diffusion Operators and Stochastic Flows
 Title
 On the Geometry of Diffusion Operators and Stochastic Flows
 Statement of responsibility
 by K.D. Elworthy, Y. Le Jan, XueMei Li
 Language

 eng
 eng
 Summary
 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 subRiemannian 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
 http://library.link/vocab/creatorName
 Elworthy, K.D
 Dewey number
 519.2
 http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut

 wkfeXyqTmws
 XzfiepUN_Nw
 AmbMtoN8IfE
 Image bit depth
 0
 Language note
 English
 LC call number

 QA273.A1274.9
 QA274274.9
 Literary form
 non fiction
 http://library.link/vocab/relatedWorkOrContributorName

 Le Jan, Y.
 Li, XueMei.
 Series statement
 Lecture Notes in Mathematics,
 Series volume
 1720
 http://library.link/vocab/subjectName

 Distribution (Probability theory
 Functional analysis
 Global differential geometry
 Global analysis
 Probability Theory and Stochastic Processes
 Functional Analysis
 Differential Geometry
 Global Analysis and Analysis on Manifolds
 Label
 On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, XueMei Li, (electronic resource)
 Note
 Bibliographic Level Mode of Issuance: Monograph
 Antecedent source
 mixed
 Carrier category
 online resource
 Carrier category code

 cr
 Color
 not applicable
 Content category
 text
 Content type code

 txt
 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
 Dimensions
 unknown
 Edition
 1st ed. 1999.
 Extent
 1 online resource (V, 105 p.)
 File format
 multiple file formats
 Form of item
 online
 Isbn
 9783540470229
 Level of compression
 uncompressed
 Media category
 computer
 Media type code

 c
 Other control number
 10.1007/BFb0103064
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number

 (CKB)1000000000437293
 (SSID)ssj0000325366
 (PQKBManifestationID)12116393
 (PQKBTitleCode)TC0000325366
 (PQKBWorkID)10321709
 (PQKB)11050538
 (DEHe213)9783540470229
 (EXLCZ)991000000000437293
 Label
 On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, XueMei Li, (electronic resource)
 Note
 Bibliographic Level Mode of Issuance: Monograph
 Antecedent source
 mixed
 Carrier category
 online resource
 Carrier category code

 cr
 Color
 not applicable
 Content category
 text
 Content type code

 txt
 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
 Dimensions
 unknown
 Edition
 1st ed. 1999.
 Extent
 1 online resource (V, 105 p.)
 File format
 multiple file formats
 Form of item
 online
 Isbn
 9783540470229
 Level of compression
 uncompressed
 Media category
 computer
 Media type code

 c
 Other control number
 10.1007/BFb0103064
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number

 (CKB)1000000000437293
 (SSID)ssj0000325366
 (PQKBManifestationID)12116393
 (PQKBTitleCode)TC0000325366
 (PQKBWorkID)10321709
 (PQKB)11050538
 (DEHe213)9783540470229
 (EXLCZ)991000000000437293
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.libraries.ou.edu/portal/OntheGeometryofDiffusionOperatorsand/UJ2yg5FLdZA/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.libraries.ou.edu/portal/OntheGeometryofDiffusionOperatorsand/UJ2yg5FLdZA/">On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, XueMei Li, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.libraries.ou.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.libraries.ou.edu/">University of Oklahoma Libraries</a></span></span></span></span></div>