Introduction to the Geometry of Stochast by Fabrice Baudoin

Introduction to the Geometry of Stochast



Download Introduction to the Geometry of Stochast




Introduction to the Geometry of Stochast Fabrice Baudoin
Language: English
Page: 152
Format: pdf
ISBN: 1860944817, 9781860944819
Publisher: World Scientific Pub Co (

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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