An Introduction to the Geometry of Stochastic Flows is popular PDF and ePub book, written by Fabrice Baudoin in 2004, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, An Introduction to the Geometry of Stochastic Flows can be Read Online from any device for your convenience.

An Introduction to the Geometry of Stochastic Flows Book PDF Summary

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.

Detail Book of An Introduction to the Geometry of Stochastic Flows PDF

An Introduction to the Geometry of Stochastic Flows
  • Author : Fabrice Baudoin
  • Release : 01 October 2024
  • Publisher : World Scientific
  • ISBN : 9781860944819
  • Genre : Mathematics
  • Total Page : 152 pages
  • Language : English
  • PDF File Size : 8,6 Mb

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