K.D. Elworthy & Y. Le Jan 
On the Geometry of Diffusion Operators and Stochastic Flows [PDF ebook] 

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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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Language English ● Format PDF ● ISBN 9783540470229 ● Publisher Springer Berlin Heidelberg ● Published 2007 ● Downloadable 3 times ● Currency EUR ● ID 6319117 ● Copy protection Adobe DRM
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