Stochastic differential equations on manifolds
Auteur :
Elworthy, K. D.
Éditeur :
Cambridge University Press
ISBN :
9780521287678
Date de publication :
2 sept. 1982
Dimensions :
22,9 x 15,2 x 2,0 cm
Poids :
510 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This 1982 book aims 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.