A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows and the properties of Brownian motion on Riemannian manifolds
We discuss the use of techniques from stochastic differential equations in analysis on path space
Röckner M, Wu B, Zhu R, Zhu X. STOCHASTIC HEAT EQUATIONS WITH VALUES IN A MANIFOLD VIA DIRICHLET FOR...
AbstractConsider the mean distance of Brownian motion on Riemannian manifolds. We obtain the first t...
Abstract—This primer explains how continuous-time stochastic processes (precisely, Brownian motion a...
We will discuss several problems related to stochastic analysis on manifolds, especially analysis on...
AbstractThe gradient and divergence operators of stochastic analysis on Riemannian manifolds are exp...
We extend to Riemannian manifolds the theory of conditioned stochastic differential equations. We al...
Stochastic differential equations, and Hoermander form representations of diffusion operators, can d...
In this paper, we study stochastic functional differential equations (sfde's) whose solutions a...
AbstractOn the Brownian flow of a compact Riemannian manifold, an intrinsic stochastic calculus is d...
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional subma...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial dif...
Some stochastic filtering problems are formulated and solved where the observations are described by...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1961.Includes bibliogr...
We discuss the use of techniques from stochastic differential equations in analysis on path space
Röckner M, Wu B, Zhu R, Zhu X. STOCHASTIC HEAT EQUATIONS WITH VALUES IN A MANIFOLD VIA DIRICHLET FOR...
AbstractConsider the mean distance of Brownian motion on Riemannian manifolds. We obtain the first t...
Abstract—This primer explains how continuous-time stochastic processes (precisely, Brownian motion a...
We will discuss several problems related to stochastic analysis on manifolds, especially analysis on...
AbstractThe gradient and divergence operators of stochastic analysis on Riemannian manifolds are exp...
We extend to Riemannian manifolds the theory of conditioned stochastic differential equations. We al...
Stochastic differential equations, and Hoermander form representations of diffusion operators, can d...
In this paper, we study stochastic functional differential equations (sfde's) whose solutions a...
AbstractOn the Brownian flow of a compact Riemannian manifold, an intrinsic stochastic calculus is d...
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional subma...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial dif...
Some stochastic filtering problems are formulated and solved where the observations are described by...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1961.Includes bibliogr...
We discuss the use of techniques from stochastic differential equations in analysis on path space
Röckner M, Wu B, Zhu R, Zhu X. STOCHASTIC HEAT EQUATIONS WITH VALUES IN A MANIFOLD VIA DIRICHLET FOR...
AbstractConsider the mean distance of Brownian motion on Riemannian manifolds. We obtain the first t...