Introduction To The Geometry Of Stochastic Flows, An
Book Details
Format
Hardback or Cased Book
ISBN-10
1860944817
ISBN-13
9781860944819
Publisher
Imperial College Press
Imprint
Imperial College Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 10th, 2004
Print length
152 Pages
Weight
342 grams
Dimensions
23.30 x 15.80 x 1.40 cms
Product Classification:
Stochastics
Ksh 11,900.00
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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 Hoermander'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.
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 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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