Stochastic Differential Equations in a Differentiable Manifold
From MaRDI portal
Publication:5799081
DOI10.1017/S0027763000022819zbMath0039.35103MaRDI QIDQ5799081
Publication date: 1950
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
Related Items (37)
Introduction to diffusion on Finsler manifolds ⋮ Diffusion process corresponding to \(\frac12 \sum\partial^2/\partial x^{i2} + \sum b^i(x) \partial/\partial x^i\) ⋮ Bessel capacities on compact manifolds and their relation to Poisson capacities ⋮ Exhaustive study of the noise-induced phase transition in a stochastic model of self-catalyzed reactions ⋮ Intrinsic stochastic differential equations as jets ⋮ Stochastic differential equations and stochastic flows of diffeomorphisms ⋮ On the construction of certain diffusions on a differentiable manifold ⋮ The generalized Itô–Venttsel’ formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral ⋮ Stochastic Processes in the Decades after 1950 ⋮ Stochastic thermodynamics of holonomic systems ⋮ The central limit problem for geodesic random walks ⋮ Holomorphic functions and the Itô chaos ⋮ A limit theorem with strong mixing in banach space and two applications to stochastic differential equations ⋮ Is Brownian motion sensitive to geometry fluctuations? ⋮ Brownian motion on a pseudo sphere in Minkowski space \(\mathbb {R}^l_v\) ⋮ Classifying financial markets up to isomorphism ⋮ Integrals devised for special purposes ⋮ Diffusion and Brownian Motion on Infinite-Dimensional Manifolds ⋮ Étude de la continuité des fonctions aléatoires de Markov ⋮ Global properties of diffusion processes on cylindrical type phase space ⋮ Itô's stochastic calculus: its surprising power for applications ⋮ Flows of stochastic dynamical systems: The functional analytic approach ⋮ Signal detection for bilinear systems ⋮ Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds ⋮ Brownian motions in a Lie group ⋮ Semi-Groups of Measures on Lie Groups ⋮ Integrability of the Backward Diffusion Equation in a Compact Riemannian Space ⋮ Wiener processes on manifolds of maps ⋮ On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution ⋮ Numerical Methods for SPDEs with Tempered Stable Processes ⋮ Piecewise-tunneled captive processes and corridored random particle systems ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck ⋮ Markov processes with jumps on manifolds and Lie groups ⋮ An approximate method for analysing stochastic mechanical systems ⋮ Harmonic functions along Brownian balls and the Liouville property for solvable Lie groups ⋮ Lipschitzian complete error calculus and Dirichlet forms ⋮ On a family of coupled diffusions that can never change their initial order
Cites Work
This page was built for publication: Stochastic Differential Equations in a Differentiable Manifold