Stochastic Differential Equations on Manifolds

ISBN: 9780521287678 出版年：1982 页码：346 K D Elworthy Cambridge University Press

A. The title is designed to indicate those particular aspects of stochastic differential equations which will be considered here: these are almost equally valid when the manifold in question is ℝ n (although compactness is often a useful simplifying assumption). In fact one of the main themes here will be that stochastic differential equations, even on ℝ n , induce non-trivial differential-geometric structures and these structures are an important tool in analyzing the behaviour of the solutions of the s.d.e.