Stochastic differential equations on manifolds / K.D. Elworthy.
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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Full Text (via Cambridge) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge [Cambridgeshire] ; New York :
Cambridge University Press,
1982.
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| Series: | London Mathematical Society lecture note series ;
70. |
| Subjects: |