Stochastic Differential Equations on Manifolds

By: No Information Available

Write A Review

Paperback | 1 November 1982

At a Glance

Paperback
348 Pages

Dimensions(cm)
22.86 x 15.24 x 1.98

Paperback

RRP $131.95

$119.75

or 4 interest-free payments of $29.94 with

or

Ships in 5 to 7 business days

The 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.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $79.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

More in Numerical Analysis

Introductory Numerical Analysis - Griffin Cook

$190.99

Learning Data Science

Data Wrangling, Exploration, Visualization, and Modeling with Python

Paperback

RRP $171.00

$82.99

51%
OFF

Mathematical Modeling and Simulation - Bernard Geurts

$189.75

Implicit-Explicit Methods for Evolutionary Partial Differential Equations

Paperback

RRP $206.00

$195.75

Introduction to Quasi-Monte Carlo Integration and Applications : Compact Textbooks in Mathematics - Friedrich Pillichshammer

$230.75

From Numbers To Analysis

Constructions and Properties

Hardcover

RRP $131.99

$118.99

10%
OFF

Introduction to Engineering and Scientific Computing with Python - David E. Clough

$198.75

Preface
Introduction
Preliminaries and notation
Kolmogorov's Theorem, Totoki's Theorem, and Brownian Motion
The integral: estimates and existence
Special Cases
The change of variable formula
Stochastic integral equations
Stochastic differential equations on manifolds
Regularity
Diffusions
Appendices
References
Index
Table of Contents provided by Publisher. All Rights Reserved.

Stochastic Differential Equations on Manifolds

At a Glance

Paperback

Shipping

How to return your order

Defective items

You Can Find This Book In

More in Numerical Analysis

Introductory Numerical Analysis

Advances in Numerical Methods and Analysis

Introduction to Finite Element Analysis Using MATLAB® and Abaqus

Learning Data Science

Data Wrangling, Exploration, Visualization, and Modeling with Python

Mathematical Modeling and Simulation

Stochastic Navier-Stokes Equations on Spheres and Spherical Shells

Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series

Fuzzy-Model-Based Mode Control of Complex Nonlinear Systems

Engineering Mathematics and Operations Research

Impact Dynamics

A Numerical Approach

Numerical Methods for Modeling Metasurface with GS TC

Computational Optimization

Complex Engineering Systems - Modeling and Optimization

Numerical Partial Differential Equations

Implicit-Explicit Methods for Evolutionary Partial Differential Equations

Introduction to Quasi-Monte Carlo Integration and Applications

Compact Textbooks in Mathematics

Mathematical Systems Theory III

Linear Quadratic Control and Adaptive Feedback

Engineering Mathematics with MATLAB Applications

Vol. 1, Fundamentals

Numerical Analysis

A Comprehensive Study

Introduction to Numerical Analysis

Theoretical and Computational Fluid Mechanics

Existence, Blowup and Discrete Exterior Calculus Problems, Volume II

From Numbers To Analysis

Constructions and Properties

Introduction to Engineering and Scientific Computing with Python

Mechanics of Magnetostrictive Materials and Structures

Optimization and Learning

8th International Conference, OLA 2025, Dubai, United Arab Emirates, April 23-25, 2025, Revised Selected Papers

Numerical Methods

Using MATLAB

This product is categorised by