Mathematics, Mathematics, Geometry, Mathematical Equations
Available on Bookshop
Write a review
Books.org participates in affiliate programs including Bookshop.org and the Amazon Services LLC Associates Program. We may earn a commission from qualifying purchases made through links on this page, at no additional cost to you.
Log in to track your reading progress.
Editorials
Booknews
Stochastic analysis on manifolds concerns the study, on infinite- dimensional manifolds, of both random processes and partial differential equations, each aspect being covered here. The volume begins with the main tools coming from differential geometry, especially connection theory on bundles. Systematic treatment is given to Ito's stochastic calculus as well as smooth measures, diffusion processes, and invariance properties under smooth group actions. Annotation c. Book News, Inc., Portland, OR booknews.comBooknews
Stochastic analysis on manifolds concerns the study, on infinite- dimensional manifolds, of both random processes and partial differential equations, each aspect being covered here. The volume begins with the main tools coming from differential geometry, especially connection theory on bundles. Systematic treatment is given to Ito's stochastic calculus as well as smooth measures, diffusion processes, and invariance properties under smooth group actions. Annotation c. Book News, Inc., Portland, OR (booknews.com)Book Details
Published
February 1, 1990
Publisher
Springer-Verlag New York, LLC
Pages
280
Format
Hardcover
ISBN
9789027728074