Diffusions on some submanifolds of Euclidean spaces

DOI10.1016/0167-7152(90)90048-CMaRDI QIDQ921725zbMATH OpenOpenAlexFDO

Authors Henryk Gzyl

Publication date 1990

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(90)90048-c

zbMATH Keywords

diffusions on the level sets of smooth functionsstochastic differential equations

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Diffusion processes (60J60)

Review text

Some diffusions on the level sets of smooth functions \(\Phi\) : \({\mathbb{R}}^ n\to {\mathbb{R}}^ k\) \((n>k)\) are represented as solutions of stochastic differential equations. This extends a previous work of \textit{J. T. Lewis} [Bull. Lond. Math. Soc. 18, 616-620 (1986; Zbl 0609.58046)].

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Cites work

• Brownian Motion on a Hypersurface
• Brownian Motion on a submanifold of Euclidean Space
• scientific article; zbMATH DE number 3928047 (Why is no real title available?)
• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda

Cited in

(6)

• Diffusion on compact Riemannian manifolds, and surface measures.
• Diffusion on some simple stratified spaces
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• scientific article; zbMATH DE number 1329376 (Why is no real title available?)
• scientific article; zbMATH DE number 719266 (Why is no real title available?)
• scientific article; zbMATH DE number 1124661 (Why is no real title available?)

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