Articlebronze1950

Stochastic Differential Equations in a Differentiable Manifold

210 citations0/0 files storedNagoya Mathematical Journal

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Stochastic processes and financial applications Mathematical Dynamics and Fractals Advanced Differential Geometry Research

Abstract

The theory of stochastic differential equations in a differentiate manifold has been established by many authors from different view-points, especially by R Lévy [2], F. Perrin [1], A. Kolmogoroff [1] [2] and K. Yosida [1] [2]. It is the purpose of the present paper to discuss it by making use of stochastic integrals.

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1951On stochastic differential equations 1944Stochastic integral

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2010Itô’s stochastic calculus: Its surprising power for applications 2000STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS 1950Brownian motions in a Lie group 1953Stochastic Differential Equations in a Differentiable Manifold (2)1983Stochastic differential geometry 1996Itô’s Stochastic Calculus and Probability Theory 2011On the background and biresonant components of the random response of single degree-of-freedom systems under non-Gaussian random loading

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