The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and t

This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment o

This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stre

Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (s

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related field