On the Geometry of Diffusion Operators and Stochastics Flows

Xue-Mei Li

,

K-David Elworthy

,

Yves Le Jan

Note moyenne 
Xue-Mei Li et K-David Elworthy - On the Geometry of Diffusion Operators and Stochastics Flows.
This series reports on new developments in mathematical research and teaching - quickly, informally and at a high level. The type of material considered... Lire la suite
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Résumé

This series reports on new developments in mathematical research and teaching - quickly, informally and at a high level. The type of material considered for publication includes 1. Research monographs 2. Lectures on a new field or presentations of a new angle in a classical field 3. Summer schools and intensive courses on topics of current research. Texts which are out of print but still in demand may also be considered. The timeliness of a manuscript is sometimes more important than its form, which might be preliminary or tentative. Details of the editorial policy can be found on the inside front-cover of a current volume. Manuscripts should be submitted in camera-ready form according to Springer-Verlag's specification: technical instructions will be sent on request. TEX macros may be found at: http://www.springer.de/math/authors/b- tex.html Select the version of TEX you use and then click on "Monographs". A subject index should be included. We recommend contacting the publisher or the series editors at an early stage of your project. Addresses are given on the inside back-cover.

Sommaire

    • Construction of connections
    • The infinitesimal generators and associated operators
    • Decomposition of noise and filtering
    • Application: Analysis on spaces of paths
    • Stability of stochastic dynamical systems.

Caractéristiques

  • Date de parution
    25/04/2000
  • Editeur
  • Collection
  • ISBN
    3-540-66708-3
  • EAN
    9783540667087
  • Présentation
    Broché
  • Nb. de pages
    118 pages
  • Poids
    0.17 Kg
  • Dimensions
    15,6 cm × 23,5 cm × 0,8 cm

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