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 tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from thi

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