Stochastic Processes and Diffusion on Spaces with Local Anisotropy
Abstract
Description
The purpose of this work is to extend the formalism of stochastic calculus to the case of spaces with local anisotropy (modeled as vector bundles with compatible nonlinear and distinguished connections and metric structures and containing as particular cases different variants of Kaluza--Klein and generalized Lagrange and Finsler spaces). We shall examine nondegenerate diffusions on the mentioned spaces and theirs horizontal lifts.
45 pages, Revtex, submitted to the Journal of Theoretical Probability
45 pages, Revtex, submitted to the Journal of Theoretical Probability