An Introduction To The Geometry Of Stochastic Flows.

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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 Hrmanders form, by using the connection between stochastic flows and partial differential equations. The book stresses the authors view t...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Baudoin, Fabrice
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific, 2004.
Temas:
Differential equations, Nonlinear.
Geometry.
Stochastic differential equations.
Stochastic geometry.
Équations différentielles non linéaires.
Géométrie.
Équations différentielles stochastiques.
Géométrie stochastique.
geometry.
Differential equations, Nonlinear
Geometry
Stochastic differential equations
Stochastic geometry
Acceso en línea:Texto completo
Descripción
Sumario: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 Hrmanders form, by using the connection between stochastic flows and partial differential equations. The book stresses the authors 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 throughou.
Descripción Física:1 online resource (152 pages)
ISBN:9781860947261
1860947263
1281866814
9781281866813

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