On the geometry of diffusion operators and stochastic flows

DOI10.1007/BFb0103064zbMath0942.58004MaRDI QIDQ1962873

Yves Le Jan, Xue-Mei Li, K. David Elworthy

Publication date: 19 January 2000

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic flows; connections on tangent bundles; geometry of semi-elliptic operators

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E15: Stochastic stability in control theory

58B20: Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds

58J65: Diffusion processes and stochastic analysis on manifolds

60H07: Stochastic calculus of variations and the Malliavin calculus

58-02: Research exposition (monographs, survey articles) pertaining to global analysis

53B05: Linear and affine connections

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