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Stochastic differential equations on manifolds
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ISBN: 0521287677 Year: 1982 Publisher: Cambridge

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Stochastic differential equations on manifolds
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ISSN: 00760552 ISBN: 1139886045 1107093678 1107090482 1107087422 1107099730 1107102278 1107325609 9781107087422 9781107325609 1299706924 9781299706927 0521287677 9780521287678 Year: 1982 Volume: 70 Publisher: Cambridge [Cambridgeshire] New York Cambridge University Press

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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.


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Stochastic differential equations on manifolds
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Year: 1982 Publisher: Cambridge University Press

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Stochastic differential geometry
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Asymptotic problems in probability theory: Wiener functionals and asymptotics: proceedings of the Taniguchi International Symposium, Sanda and Kyoto, 1990
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ISBN: 058222683X Year: 1993 Volume: vol 284 Publisher: Harlow Longman


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Analyse globale
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ISBN: 0840501730 Year: 1971 Publisher: Montréal

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New trends in stochastic analysis and related topics
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ISBN: 9814360929 9789814360920 9814360910 9789814360913 Year: 2012 Publisher: Hackensack, N.J. World Scientific

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The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random pheno


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Asymptotic problems in probability theory: stochastic models and diffusions on fractals: proceedings of the Taniguchi International Symposium, Sana and Kyoto, 1990
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ISBN: 0582086566 Year: 1993 Volume: vol 283 Publisher: Burnt Mill Longman

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From local times to global geometry, control and physics: emanations from the Warwick Symposium on Stochastic Differential Equations and Applications, 1984/1985
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ISBN: 058299473X Year: 1986 Volume: vol 150 Publisher: Harlow

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Differential equations, dynamical systems, and control science: a festschrift in honor of Lawrence Markus
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ISBN: 0824789040 Year: 1994 Publisher: New York Dekker

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