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Stochastic Analysis on Manifolds

Om Stochastic Analysis on Manifolds

Probability theory has become a convenient language and a useful tool in many areas of modern analysis. This book intends to explore part of this connection concerning the relations between Brownian motion on a manifold and analytical aspects of differential geometry. It begins with a review of stochastic differential equations on Euclidean space.

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  • Språk:
  • Engelska
  • ISBN:
  • 9780821808023
  • Format:
  • Inbunden
  • Utgiven:
  • 28. februari 2002
  • Mått:
  • 184x260x21 mm.
  • Vikt:
  • 762 g.
  I lager
Leveranstid: 4-7 vardagar
Förväntad leverans: 4. december 2024

Beskrivning av Stochastic Analysis on Manifolds

Probability theory has become a convenient language and a useful tool in many areas of modern analysis. This book intends to explore part of this connection concerning the relations between Brownian motion on a manifold and analytical aspects of differential geometry. It begins with a review of stochastic differential equations on Euclidean space.

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