K. D. Elworthy
Broschiertes Buch

Stochastic Differential Equations on Manifolds

Versandkostenfrei!
Versandfertig in 1-2 Wochen
67,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
34 °P sammeln!
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; coordinate-free notation is used throughout. Moreover, the stochiastic integrals used are those which can ...