An Introduction to the Geometry of Stochastic Flows
Language: en
Pages: 152
Authors: Fabrice Baudoin
Categories: Mathematics
Type: BOOK - Published: 2004 - Publisher: World Scientific

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This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stre
On the Geometry of Diffusion Operators and Stochastic Flows
Language: en
Pages: 121
Authors: K.D. Elworthy
Categories: Mathematics
Type: BOOK - Published: 2007-01-05 - Publisher: Springer

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Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (s
Stochastic Flows and Stochastic Differential Equations
Language: en
Pages: 364
Authors: Hiroshi Kunita
Categories: Mathematics
Type: BOOK - Published: 1990 - Publisher: Cambridge University Press

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The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and t
Measure-valued Processes and Stochastic Flows
Language: en
Pages: 228
Authors: Andrey A. Dorogovtsev
Categories: Mathematics
Type: BOOK - Published: 2023-11-06 - Publisher: Walter de Gruyter GmbH & Co KG

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Stochastic Geometry
Language: en
Pages: 232
Authors: David Coupier
Categories: Mathematics
Type: BOOK - Published: 2019-04-09 - Publisher: Springer

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This volume offers a unique and accessible overview of the most active fields in Stochastic Geometry, up to the frontiers of recent research. Since 2014, the ye