Autor: Fabrice Baudoin

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 conne …

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of t …

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstandi …

This book includes four courses on geometric measure theory, the calculus of variations, partial differential equations, and differential geometry. Authored by leading experts in their fields, the le …