Brownian Motion on a Hypersurface

DOI10.1112/BLMS/17.2.144MaRDI QIDQ3676930zbMATHOpenAlexFDO

Authors M. 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

local martingalelevel surface

Mathematics Subject Classification ID

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

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(25)

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