LEADER 02743nam 2200637Ia 450 001 9910826569703321 005 20240515181928.0 010 $a1-281-86681-4 010 $a9786611866815 010 $a1-86094-726-3 035 $a(CKB)1000000000336355 035 $a(EBL)296148 035 $a(OCoLC)476063675 035 $a(SSID)ssj0000182990 035 $a(PQKBManifestationID)11178069 035 $a(PQKBTitleCode)TC0000182990 035 $a(PQKBWorkID)10194471 035 $a(PQKB)11691567 035 $a(MiAaPQ)EBC296148 035 $a(WSP)0000P347 035 $a(Au-PeEL)EBL296148 035 $a(CaPaEBR)ebr10174001 035 $a(CaONFJC)MIL186681 035 $a(PPN)114034524 035 $a(EXLCZ)991000000000336355 100 $a20050414d2004 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 13$aAn introduction to the geometry of stochastic flows /$fFabrice Baudoin 205 $a1st ed. 210 $aLondon $cImperial College Press$dc2004 215 $a1 online resource (152 p.) 300 $aDescription based upon print version of record. 311 $a1-86094-481-7 320 $aIncludes bibliographical references and index. 327 $aPreface; 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; Index 330 $aThis 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 Ho?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 throughou 606 $aStochastic geometry 606 $aFlows (Differentiable dynamical systems) 606 $aStochastic differential equations 615 0$aStochastic geometry. 615 0$aFlows (Differentiable dynamical systems) 615 0$aStochastic differential equations. 676 $a519.2 676 $a519.23 700 $aBaudoin$b Fabrice$01117293 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910826569703321 996 $aAn introduction to the geometry of stochastic flows$94043826 997 $aUNINA