Brownian Motion on a Hypersurface

DOI10.1112/blms/17.2.144zbMath0563.60075OpenAlexW1987951011MaRDI QIDQ3676930

Michiel van den Berg, John T. Lewis

Publication date: 1985

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/blms/17.2.144

zbMATH Keywords

level surfacelocal martingale

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes and stochastic analysis on manifolds (58J65)

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