On The Geometry Of Diffusion Operators And Stochastic Flows
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On The Geometry Of Diffusion Operators And Stochastic Flows
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Author : K.D. Elworthy
language : en
Publisher: Springer
Release Date : 2007-01-05
On The Geometry Of Diffusion Operators And Stochastic Flows written by K.D. Elworthy and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-05 with Mathematics categories.
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. 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.
On The Geometry Of Diffusion Operators And Stochastic Flows
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Author : K. D. Elworthy
language : en
Publisher:
Release Date : 2014-09-01
On The Geometry Of Diffusion Operators And Stochastic Flows written by K. D. Elworthy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.
On The Geometry Of Diffusion Operators And Stochastic Flows
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Author : K.D. Elworthy
language : en
Publisher: Springer Verlag
Release Date : 1999-11-17
On The Geometry Of Diffusion Operators And Stochastic Flows written by K.D. Elworthy and has been published by Springer Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-11-17 with Mathematics categories.
This book constitutes the refereed proceedings of the 8th International Conference on Discrete Geometry for Computer Imagery, DGCI'99 held in Marne-la-Vallee, France in March 1999. The 24 revised full papers presented were selected from a total of 41 submissions. Also included are four invited papers and seven poster presentations. The volume is divided in topical sections on discrete objects and shapes, planes, surfaces, reconstruction, topology, distance and object recognition, thinning, discretization and visualization.
Stochastic Processes Physics And Geometry New Interplays I
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Author : Sergio Albeverio
language : en
Publisher: American Mathematical Soc.
Release Date : 2000
Stochastic Processes Physics And Geometry New Interplays I written by Sergio Albeverio and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
A selection of 21 contributions from invited speakers treat advanced topics at the interface between mathematics and physics. Most are high-level research papers, but some overview their topics, among which are growth and saturation in random media, the maximal dissipativity of the Dirichlet operator corresponding to the Burgers equation, the square of the self-intersection local time of Brownian motion, the spectral theory of sparse potentials, and diffusions on simple configuration spaces. Additional short contributions pay tribute to Swiss-born physicist Albeverio. A second volume presents selected volunteer papers. There is no index. Annotation copyrighted by Book News, Inc., Portland, OR
An Introduction To The Geometry Of Stochastic Flows
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Author : Fabrice Baudoin
language : en
Publisher: World Scientific
Release Date : 2004
An Introduction To The Geometry Of Stochastic Flows written by Fabrice Baudoin and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.
This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.
The Geometry Of Filtering
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Author : K. David Elworthy
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-27
The Geometry Of Filtering written by K. David Elworthy and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-27 with Mathematics categories.
Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and so introduce a possibly degenerate Riemannian structure on the state space. In fact, much of what we discuss is simply about two such operators intertwined by a smooth map, the \projection from the state space to the observations space", and does not involve any stochastic analysis. From the point of view of stochastic processes, our purpose is to present and to study the underlying geometric structure which allows us to perform the ltering in a Markovian framework with the resulting conditional law being that of a Markov process which is time inhomogeneous in general. This geometry is determined by the symbol of the operator on the state space which projects to a symbol on the observation space. The projectible symbol induces a (possibly non-linear and partially de ned) connection which lifts the observation process to the state space and gives a decomposition of the operator on the state space and of the noise. As is standard we can recover the classical ltering theory in which the observations are not usually Markovian by application of the Girsanov- Maruyama-Cameron-Martin Theorem. This structure we have is examined in relation to a number of geometrical topics.
Stochastic Analysis 2010
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Author : Dan Crisan
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-26
Stochastic Analysis 2010 written by Dan Crisan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-26 with Mathematics categories.
Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume “Stochastic Analysis 2010” provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.
Posn R And Eisenstein Series
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Author :
language : en
Publisher: Springer Science & Business Media
Release Date : 2005
Posn R And Eisenstein Series written by and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Eisenstein series categories.
S Minaire De Probabilit S Xliii
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Author : Catherine Donati Martin
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-10-28
S Minaire De Probabilit S Xliii written by Catherine Donati Martin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-28 with Mathematics categories.
This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
From Geometry To Quantum Mechanics
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Author : Yoshiaki Maeda
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-04-22
From Geometry To Quantum Mechanics written by Yoshiaki Maeda and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-22 with Mathematics categories.
* Invited articles in differential geometry and mathematical physics in honor of Hideki Omori * Focus on recent trends and future directions in symplectic and Poisson geometry, global analysis, Lie group theory, quantizations and noncommutative geometry, as well as applications of PDEs and variational methods to geometry * Will appeal to graduate students in mathematics and quantum mechanics; also a reference