Details

Introduction To The Geometry Of Stochastic Flows, An


Introduction To The Geometry Of Stochastic Flows, An



von: Baudoin Fabrice Baudoin

147,00 €

Verlag: Imperial College Press
Format: PDF
Veröffentl.: 10.11.2004
ISBN/EAN: 9781860947261
Sprache: englisch
Anzahl Seiten: 152

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Beschreibungen

This book aims to provide a self-contained introduction to the local geometry of the stochastic flows. It studies the hypoelliptic operators, which are written in Hormander's form, by using the connection between stochastic flows and partial differential equations.The book stresses the author's view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry, and its main tools are introduced throughout the text.

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