Keywords
- Vector Bundle
- Markov Process
- Stochastic Differential Equation
- Tangent Bundle
- Gaussian Measure
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References
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Ya.I. Belopol’skaya, Yu.L. Daletskiǐ. Ito equations and differential geometry. Usp.math.nauk. 1982, v.37, No 3, p.55–142 (in Russian).
Yu.Daletskiǐ, S.V.Fomin. Measures and differential equations in infinite dimensional spaces. Moscow, Nauka, 1983 (in Russian)
Yu.L. Daletskiǐ. Stochastic differential geometry. Usp.mat.nauk. 1983, v.38, No 3, p.87–111 (in Russian)
A.V.Skorokhod. Random linear operators. Kiev, Naukova dumka, 1978, 200 p. (in Russian)
S. Lang. Introduction to differentiable manifolds. Columbia University, N.Y., 1962.
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© 1986 Springer-Verlag
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Belopol’skaya, Y.I., Daletskiǐ, Y.L. (1986). Stochastic equations and differential geometry. In: Borisovich, Y.G., Gliklikh, Y.E., Vershik, A.M. (eds) Global Analysis — Studies and Applications II. Lecture Notes in Mathematics, vol 1214. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075963
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DOI: https://doi.org/10.1007/BFb0075963
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