Stochastic Differential Equations on Manifolds
Book Details
Format
Paperback / Softback
Book Series
London Mathematical Society Lecture Note Series
ISBN-10
0521287677
ISBN-13
9780521287678
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Sep 2nd, 1982
Print length
348 Pages
Weight
516 grams
Dimensions
15.10 x 22.70 x 2.30 cms
Product Classification:
Numerical analysis
Ksh 12,400.00
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This 1982 book aims 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 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.
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