02743nam 2200637Ia 450 991082656970332120240515181928.01-281-86681-497866118668151-86094-726-3(CKB)1000000000336355(EBL)296148(OCoLC)476063675(SSID)ssj0000182990(PQKBManifestationID)11178069(PQKBTitleCode)TC0000182990(PQKBWorkID)10194471(PQKB)11691567(MiAaPQ)EBC296148(WSP)0000P347(Au-PeEL)EBL296148(CaPaEBR)ebr10174001(CaONFJC)MIL186681(PPN)114034524(EXLCZ)99100000000033635520050414d2004 uy 0engur|n|---|||||txtccrAn introduction to the geometry of stochastic flows /Fabrice Baudoin1st ed.London Imperial College Pressc20041 online resource (152 p.)Description based upon print version of record.1-86094-481-7 Includes bibliographical references and index.Preface; Contents; Chapter 1 Formal Stochastic Differential Equations; Chapter 2 Stochastic Differential Equations and Carnot Groups; Chapter 3 Hypoelliptic Flows; Appendix A Basic Stochastic Calculus; Appendix B Vector Fields, Lie Groups and Lie Algebras; Bibliography; IndexThis 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 throughouStochastic geometryFlows (Differentiable dynamical systems)Stochastic differential equationsStochastic geometry.Flows (Differentiable dynamical systems)Stochastic differential equations.519.2519.23Baudoin Fabrice1117293MiAaPQMiAaPQMiAaPQBOOK9910826569703321An introduction to the geometry of stochastic flows4043826UNINA