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 ...
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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.
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Add this copy of Introduction to the Geometry of Stochastic Flows, an to cart. $28.01, very good condition, Sold by Suffolk Books rated 4.0 out of 5 stars, ships from center moriches, NY, UNITED STATES, published 2004 by Imperial College Press.
