An Introduction to the Geometry of Stochastic Flows

Released on by Fabrice Baudoin
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  • An Introduction to the Geometry of Stochastic Flows Book Detail

  • Author : Fabrice Baudoin
  • Release Date : 2004
  • Publisher : World Scientific
  • Genre : Mathematics
  • Pages : 152
  • ISBN 13 : 1860944817
  • File Size : 1,1 MB
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An Introduction to the Geometry of Stochastic Flows by Fabrice Baudoin PDF Summary

Book Description: This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the 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 whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.

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Séminaire de Probabilités XLII

Séminaire de Probabilités XLII

File Size : 16,16 MB
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The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from thi