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portada Stochastic Geometric Analysis with Applications
Type
Physical Book
Author
Publisher
Language
English
Pages
556
Format
Hardcover
Dimensions
22.9x15.2x3 cm
Weight
0.91 kg.
ISBN13
9789811283277
Categories

Stochastic Geometric Analysis with Applications

Ovidiu Calin (Author) · World Scientific Publishing Company · Hardcover

Stochastic Geometric Analysis with Applications - Calin, Ovidiu

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Synopsis "Stochastic Geometric Analysis with Applications"

This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riemannian or sub-Riemannian geometries, and examine the implications for solving problems in PDEs, mathematical finance, and related fields. The book aims to unify the relationships between PDEs, nonholonomic geometry, and stochastic processes, focusing on a specific condition shared by these areas known as the bracket-generating condition or Hörmander's condition. The main objectives of the book are: The intended audience for this book includes researchers and practitioners in mathematics, physics, and engineering, who are interested in stochastic techniques applied to geometry and PDEs, as well as their applications in mathematical finance and electrical circuits.

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