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An elementary approach to Brownian motion on manifolds

Part of the Lecture Notes in Mathematics book series (LNM,volume 1158)

Keywords

  • Brownian Motion
  • Unit Sphere
  • Stochastic Differential Equation
  • Normal Vector Field
  • Continuous Local Martingale

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References

  1. G.C. Price, D. Williams: Rolling with 'slipping': I. Sém. Prob. Paris XVII. Lect. Notes in Maths. 986, Berlin-Heidelberg-New York: Springer 1983.

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  2. M. van den Berg, J.T. Lewis: Brownian Motion on a Hypersurface, Bull. London Math. Soc. (in press).

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  3. J.T. Lewis: Brownian Motion on a Submanifold of Euclidean Space, (preprint: DIAS-STP-84-48).

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  4. K.D. Ellworthy: Stochastic Differential Equations on Manifolds, LMS Lecture Notes 70, Cambridge: C.U.P. 1981.

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  5. N. Ikeda, S. Watanabe: Stochastic Differential Equations and Diffusion Processes. Amsterdam-Oxford-New York: North Holland 1981.

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  6. P.H. Baxendale: Wiener Processes on Manifolds of Maps, Proc. Royal Soc. Edinburgh 87A (1980) 127–152.

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  7. R.W.R. Darling: A Martingale on the Imbedded Torus, Bull. London Math. Soc. 15, 221–225 (1983).

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© 1986 Springer-Verlag

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Lewis, J.T. (1986). An elementary approach to Brownian motion on manifolds. In: Albeverio, S.A., Blanchard, P., Streit, L. (eds) Stochastic Processes — Mathematics and Physics. Lecture Notes in Mathematics, vol 1158. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0080215

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  • DOI: https://doi.org/10.1007/BFb0080215

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15998-8

  • Online ISBN: 978-3-540-39703-8

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