Stochastic Differential Equations on Manifolds (English, K. D. Elworthy | N. J. Hitchin)
by K. D. Elworthy | N. J. Hitchin
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About the Book
The aims of this book, originally published in 1982, are to give an understanding of the basic ideas concerning stochastic differential equations on manifolds and their solution flows, to examine the properties of Brownian motion on Riemannian manifolds when it is constructed using the stochiastic development and to indicate some of the uses of the theory. The author has included two appendices which summarise the manifold theory and differential…
ISBN: 9780521287678
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