Stochastic Differential Equations on Manifolds

K. D. Elworthy

Cambridge University Press, 1982

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This 1982 book aims 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.

ISBN-13
9780521287678
ISBN-10
0521287677
Publisher
Cambridge University Press
Year
1982
Publication date
1982-09-02
Pages
348
Dimensions
151x227x23
Weight
516