Keywords
- Brownian Motion
- Riemannian Manifold
- Orthonormal Basis
- Stochastic Differential Equation
- Covariant Vector
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Bibliography
K. Itô, Stochastic differentials, to appear in Applied Mathematics and optimization.
K. Itô, The Brownian motion and tensor fields on Riemannian manifold, Proc. Int. Congress Math. 1962 (Stockholm), 536–539.
E.B. Dynkin, Diffusions of tensors, Soviet Math. Dokl. Vol. 9 (1968), No. 2, 532–535.
H.P. McKean, Jr., Brownian motions on the 3-dimensional rotation group, Mem. Coll. Sci., Univ. Kyoto, Ser. A, 33, Math. No. 1 (1960), 25–38.
R.L. Stratonovich, Conditional Markov processes and their application to optimal control, Elsevier, New York (1968).
D.L. Fisk, Quasi-martingales and stochastic integrals, Technical Report No. 1, Dept. of Math., Michigan State University, 1963.
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© 1975 Springer-Verlag
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Itô, K. (1975). Stochastic parallel displacement. In: Pinsky, M.A. (eds) Probabilistic Methods in Differential Equations. Lecture Notes in Mathematics, vol 451. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068575
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DOI: https://doi.org/10.1007/BFb0068575
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Print ISBN: 978-3-540-07153-2
Online ISBN: 978-3-540-37481-7
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