Stochastic differential equations on manifolds

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Stochastic differential equations on manifolds / K.D. Elworthy

資料種別:: 電子ブック
出版情報:: Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1982
形態:: 1 online resource
シリーズ名:: London Mathematical Society lecture note series ; 70 <BA0005393X>
著者名:: Elworthy, K. D. (K. David) <DA01224706>
ISBN:: 9781107325609 [1107325609] (: electronic bk)
書誌ID:: TT00015449

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注記:

Bibliography: p. 308-318
Includes index

主題:

Manifolds (Mathematics); Stochastic differential equations

言語:

英語

目次情報:

Preface

Introduction

Preliminaries and notation / 1：

Kolmogorov's Theorem, Totoki's Theorem, and Brownian Motion / 2：

The integral: estimates and existence / 3：

Special Cases / 4：

The change of variable formula / 5：

Stochastic integral equations / 6：

Stochastic differential equations on manifolds / 7：

Regularity / 8：

Diffusions / 9：

Appendices

References

Index

Preface

Introduction

Preliminaries and notation / 1：

Kolmogorov's Theorem, Totoki's Theorem, and Brownian Motion / 2：

The integral: estimates and existence / 3：

Special Cases / 4：

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