An introduction to the geometry of stochastic flows /

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:
Stochastic geometry.
Flows (Differentiable dynamical systems)
Stochastic differential equations.
Flows (Differentiable dynamical systems)
Stochastic differential equations.
Stochastic geometry.
Electronic books.
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

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