Stochastic Differential Equations on Manifolds (London by K. D. Elworthy

By K. D. Elworthy

The goals of this e-book, initially released in 1982, are to offer an figuring out of the elemental rules bearing on stochastic differential equations on manifolds and their answer flows, to check the homes of Brownian movement on Riemannian manifolds while it truly is developed utilizing the stochiastic improvement and to point a number of the makes use of of the idea. the writer has integrated appendices which summarise the manifold concept and differential geometry had to stick to the advance; coordinate-free notation is used all through. furthermore, the stochiastic integrals used are these which are bought from limits of the Riemann sums, thereby fending off a lot of the technicalities of the overall conception of procedures and permitting the reader to get a brief grab of the elemental principles of stochastic integration as they're wanted for various applications.

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