[PDF.70iz] Stochastic Differential Equations on Manifolds (London Mathematical Society Lecture Note Series)

Stochastic Differential Equations on Manifolds (London Mathematical Society Lecture Note Series)

[PDF.ak73] Stochastic Differential Equations on Manifolds (London Mathematical Society Lecture Note Series)

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 | #3718183 in eBooks |  1982-09-02 |  1982-09-02 | File type: PDF

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||1 of 1 people found the following review helpful.| As of yet unplumbed and will require detailed work to ...|By Music Lover|As of yet unplumbed and will require detailed work to review the measure theory details however there are a number of topics of particular interest to me not usually treated by authors discussing stochastic processes on manifolds.

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 geometry needed to follo...

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