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Abstract

The purpose of this chapter is to describe and investigate the main features of stochastic analysis on smooth manifolds. Our principal focus shall be on stochastic differential equations. A monographic presentation of various alternative aspects of and approaches to stochastic analysis on manifolds can be found in (Belopolskaya and Dalecky, 1989), (Elworthy, 1982), (Emery, 1989), (Hsu, 2002), Meyer (Lecture Notes in Mathematics 850, 1981; Lecture Notes in Mathematics 851, 1981), (Nelson, 1985), (Schwartz, 1984).

Keywords

Weak Solution Riemannian Manifold Tangent Space Strong Solution Wiener Process 
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Copyright information

© Springer-Verlag London Limited 2011

Authors and Affiliations

  1. 1.Mathematics DepartmentVoronezh State UniversityVoronezhRussia

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