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Stochastic Analysis on Manifolds

af Elton P. Hsu

indgår i Graduate Studies in Mathematics serien

Stochastic Analysis on Manifolds af Elton P. Hsu
Bag 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780821808023
  • Indbinding:
  • Hardback
  • Udgivet:
  • 28. februar 2002
  • Størrelse:
  • 184x260x21 mm.
  • Vægt:
  • 762 g.
  • Ukendt - mangler pt..

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Beskrivelse af 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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