The Library
Concerning the geometry of stochastic differential equations and stochastic flows
Tools
Tools
Tools
UNSPECIFIED (1997) Concerning the geometry of stochastic differential equations and stochastic flows. In: Taniguchi International Workshop on New Trends in Stochastic Analysis, SEP 21-27, 1994, CHARINGWORTH, ENGLAND.
Full text not available from this repository.Abstract
Le Jan and Watanabe showed that a non-degenerate stochastic flow {xi(t) : t greater than or equal to 0} on a manifold M determines a connection on M. This connection is characterized here and shown to be the Levi-Civita connection for gradient systems. This both explains why such systems have useful properties and allows us to extend these properties to more general systems. Topics described here include: moment estimates for T xi(t), a Weitzenbock formula for the generator of the semigroup on p-forms induced by the flow, a Bismut type formula for d log p(t) in terms of an arbitrary metric connection, and a generalized Bochner vanishing theorem.
| Item Type: | Conference Item (UNSPECIFIED) |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | NEW TRENDS IN STOCHASTIC ANALYSIS |
| Publisher: | WORLD SCIENTIFIC PUBL CO PTE LTD |
| ISBN: | 981-02-2867-8 |
| Editor: | Elworthy, KD and Kusuoka, S and Shigekawa, I |
| Date: | 1997 |
| Number of Pages: | 25 |
| Page Range: | pp. 107-131 |
| Publication Status: | Published |
| Title of Event: | Taniguchi International Workshop on New Trends in Stochastic Analysis |
| Location of Event: | CHARINGWORTH, ENGLAND |
| Date(s) of Event: | SEP 21-27, 1994 |
| URI: | http://wrap.warwick.ac.uk/id/eprint/15076 |
Data sourced from Thomson Reuters' Web of Knowledge
Actions (login required)
 |
View Item |
