Stochastic Differential Equations on Manifolds (English, K. D. Elworthy | N. J. Hitchin)
by K. D. Elworthy | N. J. Hitchin
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521287678
ISBN-10
0521287677
Author
K. D. Elworthy | N. J. Hitchin
About the Book
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…
ISBN: 9780521287678
ISBN-13: 9780521287678
ISBN-10: 0521287677
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Product ID: isbn-9780521287678
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