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An Introduction To The Geometry Of Stochastic Flows Fabrice Baudoin

  • SKU: BELL-2335420
An Introduction To The Geometry Of Stochastic Flows Fabrice Baudoin
$ 31.00 $ 45.00 (-31%)

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An Introduction To The Geometry Of Stochastic Flows Fabrice Baudoin instant download after payment.

Publisher: Imperial College Press
File Extension: PDF
File size: 2.32 MB
Pages: 152
Author: Fabrice Baudoin
ISBN: 9781860944819, 1860944817
Language: English
Year: 2005

Product desciption

An Introduction To The Geometry Of Stochastic Flows Fabrice Baudoin by Fabrice Baudoin 9781860944819, 1860944817 instant download after payment.

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 Hormander'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.

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