Itô equations and differential geometry

DOI10.1070/RM1982v037n03ABEH003274zbMath0508.60055OpenAlexW1970175265WikidataQ115325129 ScholiaQ115325129MaRDI QIDQ4746602

Yana I. Belopolskaya, Yuri L. Daletskii

Publication date: 1982

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1982v037n03abeh003274

zbMATH Keywords

absolute continuity of distributionscorrectness of a Cauchy problemdiffusion processes on smooth manifoldsIto bundlelocal diffusion processes

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuity and singularity of induced measures (60G30)

Related Items (1)

Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields

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