Stochastic Differential Equations in a Differentiable Manifold (2)

DOI10.1215/kjm/1250777513zbMath0053.27302OpenAlexW1542505931MaRDI QIDQ5822317

Kiyosi Itô

Publication date: 1953

Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250777513

zbMATH Keywords

probability theory

Related Items (10)

Introduction to diffusion on Finsler manifolds ⋮ Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields ⋮ Stochastic differential equations and stochastic flows of diffeomorphisms ⋮ The central limit problem for geodesic random walks ⋮ Holomorphic functions and the Itô chaos ⋮ Is Brownian motion sensitive to geometry fluctuations? ⋮ Integrals devised for special purposes ⋮ Itô's stochastic calculus: its surprising power for applications ⋮ Construction of the Brownian motion and the Ornstein-Uhlenbeck process in a Riemannian manifold on basis of the Gangolli-Mc.Kean injection scheme ⋮ An approximate method for analysing stochastic mechanical systems

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