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 Hörmander's form, by using the connection between stochastic flows and partial differential equations. The book stresses the author...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Baudoin, Fabrice
Format: Electronic eBook
Language:Inglés
Published: London : Imperial College Press, ©2004.
Subjects:
Stochastic geometry.
Flows (Differentiable dynamical systems)
Stochastic differential equations.
Géométrie stochastique.
Flots (Dynamique différentiable)
Équations différentielles stochastiques.
MATHEMATICS > Probability & Statistics > General.
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