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Stochastic differential equations on manifolds

A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows and the properties of Brownian motion on Riemannian manifolds.

Detalles Bibliográficos
Autor principal: Elworthy, K D
Lenguaje:eng
Publicado: Cambridge University Press 1982
Materias:
Acceso en línea:http://cds.cern.ch/record/1618941
Descripción
Sumario:A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows and the properties of Brownian motion on Riemannian manifolds.