Stochastic Differential Equations on Manifolds (Electronic book text)


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 be obtained from limits of the Riemann sums, thereby avoiding much of the technicalities of the general theory of processes and allowing the reader to get a quick grasp of the fundamental ideas of stochastic integration as they are needed for a variety of applications.

Delivery AdviceNot available

Toggle WishListAdd to wish list
Review this Item

Product Description

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 be obtained from limits of the Riemann sums, thereby avoiding much of the technicalities of the general theory of processes and allowing the reader to get a quick grasp of the fundamental ideas of stochastic integration as they are needed for a variety of applications.

Customer Reviews

No reviews or ratings yet - be the first to create one!

Product Details

General

Imprint

Cambridge UniversityPress

Country of origin

United Kingdom

Series

London Mathematical Society Lecture Note Series

Release date

May 2013

Availability

We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available.

Authors

Format

Electronic book text

Pages

348

ISBN-13

978-1-107-10783-0

Barcode

9781107107830

Categories

LSN

1-107-10783-0



Trending On Loot