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An Introduction to the Geometry of Stochastic Flows

✍ Scribed by Fabrice Baudoin

Book ID
127397600
Publisher
Imperial College Press
Year
2004
Tongue
English
Weight
770 KB
Category
Library
City
London
ISBN
1860947263

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✦ 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 HΓΆrmander’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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