Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (s

Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are natur

This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between

This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stre