Stochastic Analysis on Manifolds (inbunden, eng)

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.

Format	Inbunden
Språk	Engelska
Utgivningsdatum	2002-02-28
ISBN	9780821808023