| An Introduction to the Geometry of Stochastic Flows Contributor(s): Baudoin, Fabrice (Author) |
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ISBN: 1860944817 ISBN-13: 9781860944819 Publisher: Imperial College Press OUR PRICE: $76.00 Product Type: Hardcover - Other Formats Published: November 2004 |
| Additional Information |
| BISAC Categories: - Mathematics | Differential Equations - General - Mathematics | Probability & Statistics - General - Mathematics | Geometry - Differential |
| Dewey: 519 |
| LCCN: 2005279214 |
| Physical Information: 0.5" H x 6" W x 8.9" (0.75 lbs) 152 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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 H rmander'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. |