Stochastic Analysis on Manifolds - Graduate Studies in Mathematics - Elton P. Hsu - Books - American Mathematical Society - 9780821808023 - February 28, 2002
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Stochastic Analysis on Manifolds - Graduate Studies in Mathematics

Elton P. Hsu

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Stochastic Analysis on Manifolds - Graduate Studies in Mathematics

Probability theory has become a convenient language and a useful tool in many areas of modern analysis. This book intends to explore part of this connection concerning the relations between Brownian motion on a manifold and analytical aspects of differential geometry. It begins with a review of stochastic differential equations on Euclidean space.


bibliography, index

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 28, 2002
ISBN13 9780821808023
Publishers American Mathematical Society
Dimensions 184 × 260 × 21 mm   ·   762 g