The Resource On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, Xue-Mei Li, (electronic resource)

On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, Xue-Mei Li, (electronic resource)

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, Xue-Mei Li
Creator
Contributor
Author
Author
Subject
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 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
Member of
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.A1-274.9
  • QA274-274.9
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Le Jan, Y.
  • Li, Xue-Mei.
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, Xue-Mei Li, (electronic resource)
Instantiates
Publication
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
  • (DE-He213)978-3-540-47022-9
  • (EXLCZ)991000000000437293
Label
On the Geometry of Diffusion Operators and Stochastic Flows, by K.D. Elworthy, Y. Le Jan, Xue-Mei Li, (electronic resource)
Publication
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
  • (DE-He213)978-3-540-47022-9
  • (EXLCZ)991000000000437293

Library Locations

  • Architecture LibraryBorrow it
    Gould Hall 830 Van Vleet Oval Rm. 105, Norman, OK, 73019, US
    35.205706 -97.445050
  • Bizzell Memorial LibraryBorrow it
    401 W. Brooks St., Norman, OK, 73019, US
    35.207487 -97.447906
  • Boorstin CollectionBorrow it
    401 W. Brooks St., Norman, OK, 73019, US
    35.207487 -97.447906
  • Chinese Literature Translation ArchiveBorrow it
    401 W. Brooks St., RM 414, Norman, OK, 73019, US
    35.207487 -97.447906
  • Engineering LibraryBorrow it
    Felgar Hall 865 Asp Avenue, Rm. 222, Norman, OK, 73019, US
    35.205706 -97.445050
  • Fine Arts LibraryBorrow it
    Catlett Music Center 500 West Boyd Street, Rm. 20, Norman, OK, 73019, US
    35.210371 -97.448244
  • Harry W. Bass Business History CollectionBorrow it
    401 W. Brooks St., Rm. 521NW, Norman, OK, 73019, US
    35.207487 -97.447906
  • History of Science CollectionsBorrow it
    401 W. Brooks St., Rm. 521NW, Norman, OK, 73019, US
    35.207487 -97.447906
  • John and Mary Nichols Rare Books and Special CollectionsBorrow it
    401 W. Brooks St., Rm. 509NW, Norman, OK, 73019, US
    35.207487 -97.447906
  • Library Service CenterBorrow it
    2601 Technology Place, Norman, OK, 73019, US
    35.185561 -97.398361
  • Price College Digital LibraryBorrow it
    Adams Hall 102 307 West Brooks St., Norman, OK, 73019, US
    35.210371 -97.448244
  • Western History CollectionsBorrow it
    Monnet Hall 630 Parrington Oval, Rm. 300, Norman, OK, 73019, US
    35.209584 -97.445414
Processing Feedback ...