Stochastic differential equations on imbedded manifolds

DOI10.1007/BF01056711MaRDI QIDQ4940585zbMATH OpenFDO

Authors Iosif I. Gikhman, I. E. Klychkova

Publication date 2 March 2000

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01056711

zbMATH Keywords

stochastic ordinary differential equationsstochastic processes

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(16)

• Solutions of a stochastic differential equation forced onto a manifold by a large drift
• Stochastic partial differential equations on manifolds. I
• Statistical analysis of diffusion systems with invariants
• A stochastic partial differential equation with values in a manifold
• Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
• On solutions of an Itô stochastic differential equation on product manifolds
• Second–order multivalued stochastic differential equations on Riemannian manifolds
• Limits of random differential equations on manifolds
• scientific article; zbMATH DE number 4044888 (Why is no real title available?)
• scientific article; zbMATH DE number 1210403 (Why is no real title available?)
• scientific article; zbMATH DE number 1257242 (Why is no real title available?)
• scientific article; zbMATH DE number 1390003 (Why is no real title available?)
• Stochastic functional differential equations on manifolds
• Projections of SDEs onto submanifolds
• Stochastic partial differential equations on manifolds. II: Nonlinear filtering
• Diffusions on some submanifolds of Euclidean spaces

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