An Introduction to the Geometry of Stochastic Flows (Hardcover) (ISBN-13: 9781860944819)

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 Hörmander'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.

Author: Fabrice Baudoin
ISBN-10: 1860944817
ISBN-13: 9781860944819
Publisher: Imperial College Press
Language: English
Published: 11/10/2004
Pages: 152
Format: Hardcover
Weight: 0.75lbs
Size: 8.90h x 6.00w x 0.50d