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Synopsis
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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- PublisherImperial College Press
- Publication date2004
- ISBN 10 1860944817
- ISBN 13 9781860944819
- BindingHardcover
- LanguageEnglish
- Number of pages152
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