000			02116nam a22003498i 4500
001			CR9781107325609
003			UkCbUP
005			20200124160241.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			130129s1982||||enk o ||1 0|eng|d
020			_a9781107325609 (ebook)
020			_z9780521287678 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA274.23 _b.E38 1982
082	0	0	_a519.2 _219
100	1		_aElworthy, K. D., _eauthor.
245	1	0	_aStochastic differential equations on manifolds / _cK.D. Elworthy.
264		1	_aCambridge : _bCambridge University Press, _c1982.
300			_a1 online resource (326 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aLondon Mathematical Society lecture note series ; _v70
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aThe aims of this book, originally published in 1982, are to give an understanding of the basic ideas concerning stochastic differential equations on manifolds and their solution flows, to examine the properties of Brownian motion on Riemannian manifolds when it is constructed using the stochiastic development and to indicate some of the uses of the theory. The author has included two appendices which summarise the manifold theory and differential geometry needed to follow the development; coordinate-free notation is used throughout. Moreover, the stochiastic integrals used are those which can be obtained from limits of the Riemann sums, thereby avoiding much of the technicalities of the general theory of processes and allowing the reader to get a quick grasp of the fundamental ideas of stochastic integration as they are needed for a variety of applications.
650		0	_aStochastic differential equations.
650		0	_aManifolds (Mathematics)
776	0	8	_iPrint version: _z9780521287678
830		0	_aLondon Mathematical Society lecture note series ; _v70.
856	4	0	_uhttps://doi.org/10.1017/CBO9781107325609
999			_c518530 _d518528