An Introduction to the Geometry of Stochastic Flows

An Introduction to the Geometry of Stochastic Flows

Hardback (10 Nov 2004)

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Publisher's Synopsis

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.

Book information

ISBN: 9781860944819
Publisher: Imperial College Press
Imprint: Imperial College Press
Pub date:
DEWEY: 519.2
DEWEY edition: 22
Language: English
Number of pages: 140
Weight: 342g
Height: 233mm
Width: 158mm
Spine width: 14mm