Stochastic Differential Equations on Manifolds by K. D. Elworthy

Stochastic Differential Equations on Manifolds

London Mathematical Society Lecture Note

K. D. Elworthy

348 pages missing pub info (editions)

nonfiction mathematics medium-paced
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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 man...

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