000 | 03458nam a22005775i 4500 | ||
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001 | 978-3-540-47022-9 | ||
003 | DE-He213 | ||
005 | 20190213151206.0 | ||
007 | cr nn 008mamaa | ||
008 | 121227s1999 gw | s |||| 0|eng d | ||
020 |
_a9783540470229 _9978-3-540-47022-9 |
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024 | 7 |
_a10.1007/BFb0103064 _2doi |
|
050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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072 | 7 |
_aPBT _2thema |
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072 | 7 |
_aPBWL _2thema |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aElworthy, K. David. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
245 | 1 | 0 |
_aOn the Geometry of Diffusion Operators and Stochastic Flows _h[electronic resource] / _cby K. David Elworthy, Yves Le Jan, Xue-Mei Li. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c1999. |
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300 |
_aV, 105 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1720 |
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505 | 0 | _aConstruction of connections -- The infinitesimal generators and associated operators -- Decomposition of noise and filtering -- Application: Analysis on spaces of paths -- Stability of stochastic dynamical systems -- Appendices. | |
520 | _aStochastic 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 stochastic flows, infinite dimensional analysis, or geometric analysis, and also to researchers in sub-Riemannian geometry. A basic background in differential geometry is assumed, but the construction of the connections is very direct and itself gives an intuitive and concrete introduction. Knowledge of stochastic analysis is also assumed for later chapters. | ||
650 | 0 | _aDistribution (Probability theory. | |
650 | 0 | _aFunctional analysis. | |
650 | 0 | _aGlobal differential geometry. | |
650 | 0 | _aGlobal analysis. | |
650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 | 2 | 4 |
_aFunctional Analysis. _0http://scigraph.springernature.com/things/product-market-codes/M12066 |
650 | 2 | 4 |
_aDifferential Geometry. _0http://scigraph.springernature.com/things/product-market-codes/M21022 |
650 | 2 | 4 |
_aGlobal Analysis and Analysis on Manifolds. _0http://scigraph.springernature.com/things/product-market-codes/M12082 |
700 | 1 |
_aJan, Yves Le. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aLi, Xue-Mei. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540667087 |
776 | 0 | 8 |
_iPrinted edition: _z9783662203460 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1720 |
|
856 | 4 | 0 | _uhttps://doi.org/10.1007/BFb0103064 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
912 | _aZDB-2-BAE | ||
999 |
_c9837 _d9837 |