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Stochastic equations and differential geometry

Part of the Lecture Notes in Mathematics book series (LNM,volume 1214)

Keywords

  • Vector Bundle
  • Markov Process
  • Stochastic Differential Equation
  • Tangent Bundle
  • Gaussian Measure

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References

  1. R.Abraham, J.E.Marsden, T.Ratiu. Manifolds, tensor analysis and applications. Addison-Wesley P.C., 1983, 582 p.

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  2. 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).

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  3. Yu.Daletskiǐ, S.V.Fomin. Measures and differential equations in infinite dimensional spaces. Moscow, Nauka, 1983 (in Russian)

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  4. Yu.L. Daletskiǐ. Stochastic differential geometry. Usp.mat.nauk. 1983, v.38, No 3, p.87–111 (in Russian)

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  5. A.V.Skorokhod. Random linear operators. Kiev, Naukova dumka, 1978, 200 p. (in Russian)

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  6. 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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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16821-8

  • Online ISBN: 978-3-540-47084-7

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