Listing 1 - 10 of 10 |
Sort by
|
Choose an application
Manifolds (Mathematics) --- Stochastic differential equations --- Differential equations --- Fokker-Planck equation --- Geometry, Differential --- Topology --- Probability theory
Choose an application
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.
Stochastic differential equations. --- Manifolds (Mathematics) --- Geometry, Differential --- Topology --- Differential equations --- Fokker-Planck equation
Choose an application
Choose an application
Choose an application
Stochastic processes --- Probabiliteit--Theorie --- Probabiliteitstheorie --- Probabilities --- Probabilité [Théorie de la ] --- Probabilités --- Waarschijnlijkheid--Theorie --- Waarschijnlijkheidstheorie --- Wiener [Integralen van ] --- Wiener [Integrales de ] --- Wiener integrals
Choose an application
Differential geometry. Global analysis --- 517 --- Analysis --- Global analysis (Mathematics) --- 517 Analysis --- Analyse globale (mathématiques)
Choose an application
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
Stochastic analysis. --- Analysis, Stochastic --- Mathematical analysis --- Stochastic processes
Choose an application
Stochastic processes --- Stochastic analysis --- Congresses --- Fractals
Choose an application
Stochastic processes --- Mathematical physics --- Differential geometry. Global analysis --- Stochastic analysis --- Congresses --- Stochastic differential equations --- Markov processes
Choose an application
Listing 1 - 10 of 10 |
Sort by
|