Stochastic differential equations 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 d...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cambridge
Cambridge University Press
1982
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Schriftenreihe: | London Mathematical Society lecture note series
70 |
Schlagworte: | |
Online-Zugang: | BSB01 FHN01 Volltext |
Zusammenfassung: | 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 follow the development; coordinate-free notation is used throughout. Moreover, the stochiastic integrals used are those which can be obtained from limits of the Riemann sums, thereby avoiding much of the technicalities of the general theory of processes and allowing the reader to get a quick grasp of the fundamental ideas of stochastic integration as they are needed for a variety of applications |
Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
Beschreibung: | 1 online resource (326 pages) |
ISBN: | 9781107325609 |
DOI: | 10.1017/CBO9781107325609 |
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Datensatz im Suchindex
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any_adam_object | |
author | Elworthy, K. D. |
author_facet | Elworthy, K. D. |
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author_sort | Elworthy, K. D. |
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dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1017/CBO9781107325609 |
format | Electronic eBook |
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indexdate | 2024-07-10T07:39:17Z |
institution | BVB |
isbn | 9781107325609 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029351288 |
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physical | 1 online resource (326 pages) |
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publishDate | 1982 |
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publisher | Cambridge University Press |
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series2 | London Mathematical Society lecture note series |
spelling | Elworthy, K. D. Verfasser aut Stochastic differential equations on manifolds K.D. Elworthy Cambridge Cambridge University Press 1982 1 online resource (326 pages) txt rdacontent c rdamedia cr rdacarrier London Mathematical Society lecture note series 70 Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 follow the development; coordinate-free notation is used throughout. Moreover, the stochiastic integrals used are those which can be obtained from limits of the Riemann sums, thereby avoiding much of the technicalities of the general theory of processes and allowing the reader to get a quick grasp of the fundamental ideas of stochastic integration as they are needed for a variety of applications Stochastic differential equations Manifolds (Mathematics) Mannigfaltigkeit (DE-588)4037379-4 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 s Mannigfaltigkeit (DE-588)4037379-4 s 1\p DE-604 Erscheint auch als Druckausgabe 978-0-521-28767-8 https://doi.org/10.1017/CBO9781107325609 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Elworthy, K. D. Stochastic differential equations on manifolds Stochastic differential equations Manifolds (Mathematics) Mannigfaltigkeit (DE-588)4037379-4 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
subject_GND | (DE-588)4037379-4 (DE-588)4057621-8 |
title | Stochastic differential equations on manifolds |
title_auth | Stochastic differential equations on manifolds |
title_exact_search | Stochastic differential equations on manifolds |
title_full | Stochastic differential equations on manifolds K.D. Elworthy |
title_fullStr | Stochastic differential equations on manifolds K.D. Elworthy |
title_full_unstemmed | Stochastic differential equations on manifolds K.D. Elworthy |
title_short | Stochastic differential equations on manifolds |
title_sort | stochastic differential equations on manifolds |
topic | Stochastic differential equations Manifolds (Mathematics) Mannigfaltigkeit (DE-588)4037379-4 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
topic_facet | Stochastic differential equations Manifolds (Mathematics) Mannigfaltigkeit Stochastische Differentialgleichung |
url | https://doi.org/10.1017/CBO9781107325609 |
work_keys_str_mv | AT elworthykd stochasticdifferentialequationsonmanifolds |