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On the Geometry of Diffusion Operators and Stochastic Flows

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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.

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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.

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Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9783540667087
Publisher
Springer
Year
1999
Pages
V, 105 p.
Series Title
Lecture Notes in Mathematics
Language
English
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