Itô equations and differential geometry

DOI10.1070/RM1982V037N03ABEH003274zbMATH Open0508.60055OpenAlexW1970175265WikidataQ115325129 ScholiaQ115325129MaRDI QIDQ4746602FDOQ4746602

Authors: Yana 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

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

Cited In (1)

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

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