Download e-book for iPad: Stochastic Differential Equations on Manifolds (London by K. D. Elworthy

By K. D. Elworthy

ISBN-10: 0521287677

ISBN-13: 9780521287678

The goals of this booklet, initially released in 1982, are to provide an realizing of the fundamental rules touching on stochastic differential equations on manifolds and their resolution flows, to check the houses of Brownian movement on Riemannian manifolds while it truly is built 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 conception and differential geometry had to stick with the improvement; coordinate-free notation is used all through. additionally, the stochiastic integrals used are these which are got from limits of the Riemann sums, thereby heading off a lot of the technicalities of the final concept of strategies and permitting the reader to get a brief snatch of the basic rules of stochastic integration as they're wanted for various applications.

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

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