Stochastic Geometric Analysis With Applications
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A01=Ovidiu Calin
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Author_Ovidiu Calin
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Boltzmann Distribution
Bracket-Generating Condition
Brownian Motion
Cameron-Martin Formula
Category1=Non-Fiction
Category=PBKJ
Category=PBWL
Chow's Connectivity Theorem
COP=Singapore
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Diffusions
Dynamics
Elliptic Operators
Energy
Entropy
eq_isMigrated=0
eq_isMigrated=2
eq_nobargain
Feynman-Kac Theorem
Fundamental Solutions
Geometric Analysis
Geometry
HAfA?rmander's Condition
Hamiltonian
Hamiltonian Methods
Heat Kernels
Hormander's Condition
Hypoelliptic Operators
Kolmogorov's Equation
LAfA(C)vy's Area
Lagrangian
Language_English
LC-Circuits
Levy's Area
Mathematical Finance
Nonholonomic Diffusions
Nonholonomic Geometry
One-Forms
PA=Available
Partial Differential Equations (PDEs)
PoincarAfA(C) Lemma
Poincare Lemma
Price_€100 and above
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Riemannian Geometry
softlaunch
Stochastic Analysis
Stochastic Calculus
Sub-Elliptic Differential Systems
Sub-Elliptic Operators
Sub-Riemannian Differential Systems
Sub-Riemannian Geometry
Transition Density
Transition Probability
Van Vleck Formula
Product details
- ISBN 9789811283277
- Publication Date: 19 Dec 2023
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
- Language: English
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This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riemannian or sub-Riemannian geometries, and examine the implications for solving problems in PDEs, mathematical finance, and related fields. The book aims to unify the relationships between PDEs, nonholonomic geometry, and stochastic processes, focusing on a specific condition shared by these areas known as the bracket-generating condition or Hörmander's condition. The main objectives of the book are:The intended audience for this book includes researchers and practitioners in mathematics, physics, and engineering, who are interested in stochastic techniques applied to geometry and PDEs, as well as their applications in mathematical finance and electrical circuits.
