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Stochastic Differential Equations on Manifolds

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ISBN-10: 0521287677

ISBN-13: 9780521287678

Edition: 1982

Authors: K. D. Elworthy

List price: $64.99
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Book details

List price: $64.99
Copyright year: 1982
Publisher: Cambridge University Press
Publication date: 9/2/1982
Binding: Paperback
Pages: 348
Size: 5.98" wide x 9.02" long x 0.79" tall
Weight: 1.122
Language: English

Preface
Introduction
Preliminaries and notation
Kolmogorov's Theorem, Totoki's Theorem, and Brownian Motion
The integral: estimates and existence
Special Cases
The change of variable formula
Stochastic integral equations
Stochastic differential equations on manifolds
Regularity
Diffusions
Appendices
References
Index