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 stocha...
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Langue Anglais ● Format PDF ● ISBN 9783540470229 ● Maison d’édition Springer Berlin Heidelberg ● Publié 2007 ● Téléchargeable 3 fois ● Devise EUR ● ID 6319117 ● Protection contre la copie Adobe DRM
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