Stochastic Differential Equations on Manifolds.pdf

Stochastic Differential Equations on Manifolds PDF

K. D. Elworthy

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

Stochastic Differential Equations (SDE) When we take the ODE (3) and assume that a(t) is not a deterministic parameter but rather a stochastic parameter, we get a … Mathematical Finance and Stochastic Analysis - …

7.64 MB DATEIGRÖSSE
9781107107830 ISBN
Englisch SPRACHE
Stochastic Differential Equations on Manifolds.pdf

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