On drift, diffusion and geometry

DOI10.1016/j.geomphys.2005.06.012zbMath1096.60030OpenAlexW2036040237MaRDI QIDQ2496834

Michel De Lara

Publication date: 20 July 2006

Published in: Journal of Geometry and Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geomphys.2005.06.012

zbMATH Keywords

Riemannian metricconnectiondifferential geometric structures

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Relations of PDEs with special manifold structures (Riemannian, Finsler, etc.) (58J60) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Connections (general theory) (53C05) Second-order parabolic equations (35K10)

Related Items (1)

Brownian motion on a pseudo sphere in Minkowski space \(\mathbb {R}^l_v\)

Cites Work

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• A note on the symmetry group and perturbation algebra of a parabolic partial differential equation
• Asymptotic analysis of transport processes
• Finite-Dimensional Filters. Part II: Invariance Group Techniques

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