Get Stochastic Differential Equations on Manifolds (London PDF

By K. D. Elworthy

The goals of this e-book, initially released in 1982, are to provide an figuring out of the fundamental principles pertaining to stochastic differential equations on manifolds and their answer flows, to envision the houses of Brownian movement on Riemannian manifolds whilst it truly is developed utilizing the stochiastic improvement and to point a few of the makes use of of the idea. the writer has incorporated appendices which summarise the manifold thought and differential geometry had to keep on with the improvement; coordinate-free notation is used all through. additionally, the stochiastic integrals used are these that are acquired from limits of the Riemann sums, thereby heading off a lot of the technicalities of the overall thought of strategies and permitting the reader to get a brief seize of the basic principles of stochastic integration as they're wanted for numerous applications.

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Stochastic Differential Equations on Manifolds (London Mathematical Society Lecture Note Series) by K. D. Elworthy

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