On the Geometry of Diffusion Operators and Stochastic Flows / K. D. Elworthy, Y. Le Jan, Xue-Mei Li
| On the Geometry of Diffusion Operators and Stochastic Flows / K. D. Elworthy, Y. Le Jan, Xue-Mei Li |
| Autore | Elworthy, K. David |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1999 |
| Descrizione fisica | 116 p. ; 24 cm |
| Altri autori (Persone) |
Le Jan, Yves
Li, Xue-Mei |
| Soggetto topico |
53B05 - Linear and affine connections [MSC 2020]
58-XX - Global analysis, analysis on manifolds [MSC 2020] 58B20 - Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds [MSC 2020] 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 93E15 - Stochastic stability in control theory [MSC 2020] |
| Soggetto non controllato |
Connections
Differential Forms Differential geometry Manifolds Measures Path spaces Riemannian geometry Stochastic differential equations Sub-Riemannian geometry |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00299802 |
Elworthy, K. David
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| Berlin ; Heidelberg, : Springer, 1999 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Séminaire de Probabilités 31. / J. Azema, M. Emery, M. Yor (eds.)
| Séminaire de Probabilités 31. / J. Azema, M. Emery, M. Yor (eds.) |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1997 |
| Descrizione fisica | viii, 328 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Branching processes
Brownian Motions Brownian bridges Diffusion Processes Hypercontractivity Local martingales Markov Processes Martingales Path spaces Quadratic variations Random variables Stochastic processes Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione |
eng
fre |
| Record Nr. | UNICAMPANIA-VAN00297522 |
| Berlin ; Heidelberg, : Springer, 1997 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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