An Introduction to the Geometry of Stochastic Flows

An Introduction to the Geometry of Stochastic Flows
Author: Fabrice Baudoin
Publisher: World Scientific
Total Pages: 152
Release: 2004
Genre: Mathematics
ISBN: 1860944817

Download An Introduction to the Geometry of Stochastic Flows Book in PDF, Epub and Kindle

This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the 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 whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.


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

GET EBOOK

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

GET EBOOK

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

GET EBOOK

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

GET EBOOK

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

GET EBOOK

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