Introduction To The Geometry Of Stochastic Flows, An

by Fabrice Baudoin

0 ratings • 0 reviews • 0 shelved
Book cover for Introduction To The Geometry Of Stochastic Flows, An
Shelve It

Bookhype may earn a small commission from qualifying purchases. Full disclosure.

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 Hoermander'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.
  • ISBN13 9781860944819
  • Publish Date 10 November 2004
  • Publish Status Active
  • Publish Country GB
  • Imprint Imperial College Press