scientific article; zbMATH DE number 3806658

MaRDI QIDQ4748938zbMATH OpenFDO

Authors K. D. Elworthy, Aubrey Truman

Publication date 1982

zbMATH Keywords

Girsanov formulaLaplace-Beltrami operatorRiemannian manifoldW.K.B. approximation

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Classical equilibrium statistical mechanics (general) (82B05)

Cited in

(8)

• Time substitutions in stochastic processes as a tool in path integration
• Stochastic differential geometry: An introduction
• The propagation of travelling waves for stochastic generalized KPP equations. Appendix by J. G. Gaines
• Brownian bridges to submanifolds
• Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations
• Dynamical Liouville
• scientific article; zbMATH DE number 3951658 (Why is no real title available?)
• The heat kernel formula in a geodesic chart and some applications to the eigenvalue problem of the 3-sphere

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