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

On the Geometry of Diffusion Operators and Stochastic Flows

Lecture Notes in Mathematics #1720

K. D. Elworthy, Xue-Mei Li, Y. Le Jan

105 pages missing pub info (editions)

nonfiction health mathematics
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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 invariant...

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