Publication:5710370
From MaRDI portal
zbMath1101.60002MaRDI QIDQ5710370
Publication date: 2 December 2005
Brownian motion; Itô's formula; stochastic integral equation; Brownian motion on the Lie algebra; stochastic integral equations on smooth manifolds
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60J65: Brownian motion
60J60: Diffusion processes
60H05: Stochastic integrals
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