Introduction To The Geometry Of Stochastic Flows, An
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A01=Fabrice Baudoin
Author_Fabrice Baudoin
Brownian Motion
Carnot Groups
Category=PBWL
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Hypoelliptic Operators
Stochastic Analysis
Stochastic Differential Equations
Stochastic Flows
Sub-Riemannian Geometry
Product details
- ISBN 9781860944819
- Publication Date: 10 Nov 2004
- Publisher: Imperial College Press
- Publication City/Country: GB
- Product Form: Hardback
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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.
