[PDF.53uc] An Introduction to the Geometry of Stochastic Flows

An Introduction to the Geometry of Stochastic Flows

[PDF.qn53] An Introduction to the Geometry of Stochastic Flows

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 | #6574615 in Books |  2004-11-10 | Original language:English | PDF # 1 |  8.90 x.50 x6.00l,.75 | File type: PDF | 140 pages

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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 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...

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