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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Bibliographische Detailangaben
1. Verfasser: Elworthy, K. D.
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1982.
Schriftenreihe:London Mathematical Society lecture note series ; 70.
Schlagworte:
Online-Zugang: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:1 online resource (326 pages)
Bibliographie:Includes bibliographical references (pages 308-318) and index.
ISBN:9781107087422
1107087422
9781107325609
1107325609
1299706924
9781299706927

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