An introduction to the geometry of stochastic flows:
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
London
Imperial College Press
2004
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 140 S. Ill. |
| ISBN: | 1860944817 |
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Record in the Search Index
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| adam_text | AN INTRODUCTION TO THE GEOMETRY O F STOCHASTIC FLOWS FABRICE BAUDOIN
UNIVERSITE PAUL SABATIER, FRANCE [CP IMPERIAL COLLEGE PRESS CONTENTS
PREFACE VII 1. FORMAL STOCHASTIC DIFFERENTIAL EQUATIONS 1 1.1 MOTIVATION
1 1.2 THE SIGNATURE OF A BROWNIAN MOTION 3 1.3 THE CHEN-STRICHARTZ
DEVELOPMENT FORMULA 8 1.4 EXPECTATION OF THE SIGNATURE OF A BROWNIAN
MOTION 14 1.5 EXPECTATION OF THE SIGNATURE OF OTHER PROCESSES 17 2.
STOCHASTIC DIFFERENTIAL EQUATIONS AND CARNOT GROUPS 21 2.1 THE
COMMUTATIVE CASE 22 2.2 TWO-STEP NILPOTENT SDE S 24 2.3 N-STEP NILPOTENT
SDE S 33 2.4 PATHWISE APPROXIMATION OF SOLUTIONS OF SDES 45 2.5 AN
INTRODUCTION TO ROUGH PATHS THEORY 46 3. HYPOELLIPTIC FLOWS 49 3.1
HYPOELLIPTIC OPERATORS AND HORMANDER S THEOREM 50 3.2 SUB-RIEMANNIAN
GEOMETRY 57 3.3 THE TANGENT SPACE TO A HYPOELLIPTIC DIFFUSION 60 3.4
HORIZONTAL DIFFUSIONS 70 3.5 REGULAR SUBLAPLACIANS ON COMPACT MANIFOLDS
79 3.6 STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY LOOPS 85 APPENDIX A
BASIC STOCHASTIC CALCULUS 97 A.I STOCHASTIC PROCESSES AND BROWNIAN
MOTION 97 IX X BOOK TITLE A.2 MARKOV PROCESSES 99 A.3 MARTINGALES 100
A.4 STOCHASTIC INTEGRATION 103 A.5 ITO S FORMULA 106 A.6 GIRSANOV S
THEOREM 106 A.7 STOCHASTIC DIFFERENTIAL EQUATIONS . 108 A.8 DIFFUSIONS
AND PARTIAL DIFFERENTIAL EQUATIONS 109 A.9 STOCHASTIC FLOWS 110 A.10
MALLIAVIN CALCULUS ILL A.11 STOCHASTIC CALCULUS ON MANIFOLDS 113
APPENDIX B VECTOR FIELDS, LIE GROUPS AND LIE ALGEBRAS 117 B.I VECTOR
FIELDS AND EXPONENTIAL MAPPING 117 B.2 LIE DERIVATIVE OF TENSOR FIELDS
ALONG VECTOR FIELDS 119 B.3 EXTERIOR FORMS AND EXTERIOR DERIVATIVE 120
B.4 LIE GROUPS AND LIE ALGEBRAS 121 B.5 THE BAKER-CAMPBELL-HAUSDORFF
FORMULA 123 B.6 NILPOTENT LIE GROUPS 126 B.7 FREE LIE ALGEBRAS AND HALL
BASIS 126 B.8 BASIC RIEMANNIAN GEOMETRY . 127 BIBLIOGRAPHY 133 INDEX 139
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| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
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| indexdate | 2024-07-09T20:07:11Z |
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| isbn | 1860944817 |
| language | English |
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| physical | X, 140 S. Ill. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
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| publisher | Imperial College Press |
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| spelling | Baudoin, Fabrice Verfasser aut An introduction to the geometry of stochastic flows Fabrice Baudoin London Imperial College Press 2004 X, 140 S. Ill. txt rdacontent n rdamedia nc rdacarrier Géométrie stochastique Équations différentielles stochastiques Stochastic differential equations Stochastic geometry Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastische Strömung (DE-588)4195753-2 gnd rswk-swf Stochastische Strömung (DE-588)4195753-2 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013159019&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Baudoin, Fabrice An introduction to the geometry of stochastic flows Géométrie stochastique Équations différentielles stochastiques Stochastic differential equations Stochastic geometry Stochastischer Prozess (DE-588)4057630-9 gnd Stochastische Strömung (DE-588)4195753-2 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4195753-2 |
| title | An introduction to the geometry of stochastic flows |
| title_auth | An introduction to the geometry of stochastic flows |
| title_exact_search | An introduction to the geometry of stochastic flows |
| title_full | An introduction to the geometry of stochastic flows Fabrice Baudoin |
| title_fullStr | An introduction to the geometry of stochastic flows Fabrice Baudoin |
| title_full_unstemmed | An introduction to the geometry of stochastic flows Fabrice Baudoin |
| title_short | An introduction to the geometry of stochastic flows |
| title_sort | an introduction to the geometry of stochastic flows |
| topic | Géométrie stochastique Équations différentielles stochastiques Stochastic differential equations Stochastic geometry Stochastischer Prozess (DE-588)4057630-9 gnd Stochastische Strömung (DE-588)4195753-2 gnd |
| topic_facet | Géométrie stochastique Équations différentielles stochastiques Stochastic differential equations Stochastic geometry Stochastischer Prozess Stochastische Strömung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013159019&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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