An introduction to the geometry of stochastic flows /
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Author / Creator: | Baudoin, Fabrice. |
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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 |
Table of Contents:
- 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.