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Stochastic Analysis on Manifolds

Innbundet
Engelsk
Graduate Studies in Mathematics
Stochastic Analysis on Manifolds
Stochastic Analysis on Manifolds
  • Format: Innbundet
  • Språk: Engelsk
  • Forlag/Utgiver: SD Books
  • Serienavn: Graduate Studies in Mathematics
  • EAN: 9780821808023
  • Utgivelsesår: 2002
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1 199,-

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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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