An introduction to the geometry of stochastic flows / Fabrice Baudoin.

Format:

Book

Author/Creator:

Baudoin, Fabrice.

Language:

English

Subjects (All):

Stochastic geometry.

Flows (Differentiable dynamical systems).

Stochastic differential equations.

Physical Description:

1 online resource (152 p.)

Edition:

1st ed.

Place of Publication:

London : Imperial College Press, c2004.

Language Note:

English

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

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

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786611866815

9781281866813

1281866814

9781860947261

1860947263

OCLC:

476063675