An introduction to the geometry of stochastic flows
著者
書誌事項
An introduction to the geometry of stochastic flows
Imperial College Press, c2004
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注記
Includes bibliographical references (p. 133-138) and index
内容説明・目次
内容説明
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.
目次
- Formal Stochastic Differential Equations
- Stochastic Differential Equations and Carnot Groups
- Hypoelliptic Flows.
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