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

Lecture Notes in Mathematics #1720

On the Geometry of Diffusion Operators and Stochastic Flows

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

105 pages paperback

1 edition

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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