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.

• | Author: Unknown
• | Series: Graduate Studies in Mathematics
• | Publisher: American Mathematical Society
• | Publication Date: Feb 01, 2002
• | Country of Publication: United States
• | Number of Pages: Unknown pages
• | Language: Not available
• | Binding: Hardback
• | ISBN-10: 0007233485
• | ISBN-13: 9780821808023