Download On the geometry of diffusion operators and stochastic flows by K.D. Elworthy;Y. Le Jan;Xue-Mei Li PDF

By K.D. Elworthy;Y. Le Jan;Xue-Mei Li

Stochastic differential equations, and Hoermander shape representations of diffusion operators, can make certain a linear connection linked to the underlying (sub)-Riemannian constitution. this can be systematically defined, including its invariants, after which exploited to debate qualitative houses of stochastic flows, and research on direction areas of compact manifolds with diffusion measures. this could be worthwhile to stochastic analysts, specially people with pursuits in stochastic flows, limitless dimensional research, or geometric research, and likewise to researchers in sub-Riemannian geometry. A uncomplicated historical past in differential geometry is believed, however the development of the connections is especially direct and itself provides an intuitive and urban creation. wisdom of stochastic research can also be assumed for later chapters.

Show description

Read Online or Download On the geometry of diffusion operators and stochastic flows PDF

Best geometry and topology books

Introduction a la Topologie

Ce cours de topologie a été dispensé en licence à l'Université de Rennes 1 de 1999 à 2002. Toutes les buildings permettant de parler de limite et de continuité sont d'abord dégagées, puis l'utilité de los angeles compacité pour ramener des problèmes de complexité infinie à l'étude d'un nombre fini de cas est explicitée.

Spaces of Constant Curvature

This ebook is the 6th variation of the vintage areas of continuous Curvature, first released in 1967, with the former (fifth) version released in 1984. It illustrates the excessive measure of interaction among workforce conception and geometry. The reader will enjoy the very concise remedies of riemannian and pseudo-riemannian manifolds and their curvatures, of the illustration concept of finite teams, and of symptoms of contemporary development in discrete subgroups of Lie teams.

Extra info for On the geometry of diffusion operators and stochastic flows

Sample text

P r o o f . 4) with V replaced by V: m ~(v,u) = Z x'(x) (~,vvx~> - ~x~(x) (v, VuX~). 3). 2) and the second. 2) and the third identity. 3 Let (7 be a metric connection on T M with defining map X . 3) vi E T~oM. Furthermore the connection (7 is * the Levi-Civita connection if and only if X ( x ) d Y ( u , v ) = 0 for all u , v E T z M , all x E M , or V Z v vanishes at xo for all v C TxoM. 9 torsion skew symmetric if VZWI%o M : Txo M ~ T x o M is skew symmetric for all w E T M , or V v Z u + V u Z v = 0 for any u, v E T M , equivalently ~7uV + ~TvU = V u V + V v U for all vector fields U and V.

2) In this section we use uppercase letters for vector fields and lowercase letters for tangent vectors. It will be convenient to have a class of connections on E with which to relate metric connections. In the non-degenerate case the obvious base connection is the Levi-Civita connection V for the given metric. In the degenerate, regular, case let (,)o be an extension to T M of the metric (,) on E and let PE : T M -+ E 32 T h e infinitesimal generators and associated operators be the corresponding orthogonal projection.

2. Let a i and (ai) * be respectively the annihilation and creation operators as given in Appendix B. 6), 7~ p=l giving 7~ E, p=l The theorem follows. E l <_i

Download PDF sample

Rated 4.46 of 5 – based on 24 votes