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An Introduction to the Geometry of Stochastic Flows

BuchGebunden
152 Seiten
Englisch
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.mehr

Produkt

KlappentextThis 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.
Details
ISBN/GTIN978-1-86094-481-9
ProduktartBuch
EinbandartGebunden
FormatGenäht
Erscheinungsjahr2004
Erscheinungsdatum10.11.2004
Seiten152 Seiten
SpracheEnglisch
MasseBreite 156 mm, Höhe 233 mm, Dicke 17 mm
Gewicht344 g
Artikel-Nr.12285021

Inhalt/Kritik

Inhaltsverzeichnis
Formal Stochastic Differential Equations; Stochastic Differential Equations and Carnot Groups; Hypoelliptic Flows.mehr