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© 1990

Stochastic Equations and Differential Geometry

Book

Part of the Mathematics and Its Applications book series (MASS, volume 30)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Ya. I. Belopolskaya, Yu. L. Dalecky
    Pages 1-34
  3. Ya. I. Belopolskaya, Yu. L. Dalecky
    Pages 35-77
  4. Ya. I. Belopolskaya, Yu. L. Dalecky
    Pages 78-138
  5. Ya. I. Belopolskaya, Yu. L. Dalecky
    Pages 139-167
  6. Ya. I. Belopolskaya, Yu. L. Dalecky
    Pages 168-214
  7. Ya. I. Belopolskaya, Yu. L. Dalecky
    Pages 215-252
  8. Back Matter
    Pages 253-260

About this book

Keywords

Boundary value problem Kolmogorov equations Lie group Markov process Random variable Stochastic processes differential geometry diffusion process manifold random function stochastic process

Authors and affiliations

  1. 1.Ukrainian Academy of SciencesKievUSSR
  2. 2.Polytechnic InstituteKievUSSR

Bibliographic information