An introduction to the geometry of stochastic flows /

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Bibliographic Details
Author / Creator:Baudoin, Fabrice.
Imprint:London : Imperial College Press, ©2004.
Description:1 online resource (x, 140 pages) : illustrations
Language:English
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11170906
Hidden Bibliographic Details
ISBN:1860947263
9781860947261
9781860944819
1860944817
1860944817
Digital file characteristics:data file
Notes:Includes bibliographical references and index.
Print version record.
Summary: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 throughou.
Other form:Print version: Baudoin, Fabrice. Introduction to the geometry of stochastic flows. London : Imperial College Press, ©2004 1860944817

MARC

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245 1 3 |a An introduction to the geometry of stochastic flows /  |c Fabrice Baudoin. 
260 |a London :  |b Imperial College Press,  |c ©2004. 
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505 0 |a Preface; Contents; Chapter 1 Formal Stochastic Differential Equations; Chapter 2 Stochastic Differential Equations and Carnot Groups; Chapter 3 Hypoelliptic Flows; Appendix A Basic Stochastic Calculus; Appendix B Vector Fields, Lie Groups and Lie Algebras; Bibliography; Index. 
520 |a 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 throughou. 
650 0 |a Stochastic geometry.  |0 http://id.loc.gov/authorities/subjects/sh85128178 
650 0 |a Flows (Differentiable dynamical systems)  |0 http://id.loc.gov/authorities/subjects/sh88005228 
650 0 |a Stochastic differential equations.  |0 http://id.loc.gov/authorities/subjects/sh85128177 
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650 7 |a Flows (Differentiable dynamical systems)  |2 fast  |0 (OCoLC)fst00927917 
650 7 |a Stochastic differential equations.  |2 fast  |0 (OCoLC)fst01133506 
650 7 |a Stochastic geometry.  |2 fast  |0 (OCoLC)fst01133509 
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