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Stochastic Differential Systems pp 128–134Cite as

Inverse problems in stochastic Riemannian geometry

  • Part I: General Theory
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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 43))

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References

  1. H. Airault and H. Follmer, Relative densities of semimartingales, Inventiones Mathematicae 27(1974), 299–327.

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  2. K. B. Athreya and T. G. Kurtz, A generalization of Dynkin's identity, Annals of Probability 1(1973), 570–579.

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  3. E. B. Dynkin, Markov Processes, 2 volumes, Springer Verlag. 1965.

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  4. A. Gray and M. Pinsky, Mean exit time from a small geodesic ball in a Riemannian manifold, submitted for publication.

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  5. N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, Tokyo: Kodansha. Amsterdam, New York, Oxford: North Holland.

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Author information

Authors and Affiliations

  1. Northwestern University, 60201, Evanston, IL, USA

    Mark A. Pinsky

Authors
  1. Mark A. Pinsky
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Editor information

M. Kohlmann N. Christopeit

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© 1982 Springer-Verlag

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Pinsky, M.A. (1982). Inverse problems in stochastic Riemannian geometry. In: Kohlmann, M., Christopeit, N. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 43. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044293

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  • DOI: https://doi.org/10.1007/BFb0044293

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12061-2

  • Online ISBN: 978-3-540-39518-8

  • eBook Packages: Springer Book Archive

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