Stochastic geometric analysis with applications

Authors

• Ovidiu L. Calin, Eastern Michigan University

Document Type

Book

Publication Date

2024

Department/School

Mathematics

Abstract

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.

Comments

O. L. Calin is a faculty member in EMU's Department of Mathematics and Statistics.

Link to WorldCat Entry

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Recommended Citation

Calin, O. L. (2024). Stochastic geometric analysis with applications. World Scientific. https://doi.org/10.1142/13592