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Stochastic differential equations on manifolds

Author: K D Elworthy
Publisher: Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1982.
Series: London Mathematical Society lecture note series, 70.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows and the properties of Brownian motion on Riemannian manifolds.

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: K D Elworthy
ISBN: 0521287677 9780521287678
OCLC Number: 8410081
Description: 326 pages ; 23 cm.
Contents: Preface; Introduction; 1. Preliminaries and notation; 2. Kolmogorov's Theorem, Totoki's Theorem, and Brownian Motion; 3. The integral: estimates and existence; 4. Special cases; 5. The change of variable formula; 6. Stochastic integral equations; 7. Stochastic differential equations on manifolds; 8. Regularity; 9. Diffusions; Appendices; References; Index.
Series Title: London Mathematical Society lecture note series, 70.
Responsibility: K.D. Elworthy.
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