scientific article; zbMATH DE number 4034789

MaRDI QIDQ3774663zbMATH OpenFDO

Authors Yuri E. Gliklikh

Publication date 1987

zbMATH Keywords

curvilinear Itô integral along a random process on a Riemannian manifoldLangevin equation on a Riemannian manifoldRiemannian parallel displacement

Mathematics Subject Classification ID

Linear and affine connections (53B05) Global Riemannian geometry, including pinching (53C20) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(1)

• A Variable Step Size Riemannian Sum for an Itô Integral

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