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Aspects of Stochastic Global Analysis

K. D. Elworthy-2007-04-21-Birkhäuser Boston eBooks
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TL;DRAbstract

This is a survey of some topics where global and stochastic analysis play a role. An introduction to analysis on Banach spaces with Gaussian measure leads to an analysis of the geometry of stochastic differential equations, stochastic flows, and their associated connections, with reference to some related topological vanishing theorems. Following that, there is a description of the construction of Sobolev calculi over path and loop spaces with diffusion measures, and also of a possible L 2 de Rham and Hodge-Kodaira theory on path spaces. Diffeomorphism groups and diffusion measures on their path spaces are central to much of the discussion. Knowledge of stochastic analysis is not assumed.

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This is a survey of some topics where global and stochastic analysis play a role. An introduction to analysis on Banach spaces with Gaussian measure leads to an analysis of the geometry of stochastic differential equations, stochastic flows, and their associated connections, with reference to some related topological vanishing theorems. Following that, there is a description of the construction of Sobolev calculi over path and loop spaces with diffusion measures, and also of a possible L 2 de Rham and Hodge-Kodaira theory on path spaces. Diffeomorphism groups and diffusion measures on their path spaces are central to much of the discussion. Knowledge of stochastic analysis is not assumed.

Keywords

MathematicsSobolev spaceStochastic differential equationDiffeomorphismMeasure (data warehouse)Banach spacePath integral formulationMathematical analysis

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