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On the Geometry of Diffusion Operators and Stochastic Flows
Language: en
Pages: 121
Authors: K.D. Elworthy
Categories: Mathematics
Type: BOOK - Published: 2007-01-05 - Publisher: Springer

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Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (s
On the Geometry of Diffusion Operators and Stochastic Flows
Language: en
Pages: 112
Authors: K. D. Elworthy
Categories:
Type: BOOK - Published: 2014-09-01 - Publisher:

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Stochastic Processes, Physics and Geometry: New Interplays. I
Language: en
Pages: 348
Authors: Sergio Albeverio
Categories: Mathematics
Type: BOOK - Published: 2000 - Publisher: American Mathematical Soc.

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This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between
An Introduction to the Geometry of Stochastic Flows
Language: en
Pages: 152
Authors: Fabrice Baudoin
Categories: Mathematics
Type: BOOK - Published: 2004 - Publisher: World Scientific

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This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stre
New Trends in Stochastic Analysis and Related Topics
Language: en
Pages: 458
Authors: Huaizhong Zhao
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: World Scientific

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The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related field