ENGLISH

Introduction to the Geometry of Stochast

By Fabrice Baudoin

Book information

Publisher
World Scientific Pub Co (
Year
1991
ISBN
1860944817, 9781860944819
LCC
QA274.23 .B384 2004
Open Library ID
OL3435744M
Language
english
Format
PDF
Filesize
6 MB (6105583 bytes)
Edition
illustrated edition
Pages
152\152
Time added
2011-01-08 23:22:23

Description

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.

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