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An Introduction to the Geometry of Stochastic Flows PDF

152 Pages·2005·2.321 MB·English
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by Fabrice Baudoin| 2005| 152 pages| 2.321| English

About An Introduction to the Geometry of Stochastic Flows

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.

Detailed Information

Author:Fabrice Baudoin
Publication Year:2005
ISBN:9781860944819
Pages:152
Language:English
File Size:2.321
Format:PDF
Price:FREE
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