Stochastic differential equations on imbedded manifolds

  • I. I. Gikhman
  • I. E. Klychkova

Abstract

We construct a solution of a stochastic differential equation on an imbedded manifold in the case where the ambient manifold is a Euclidean space.
Published
25.02.1995
How to Cite
Gikhman, I. I., and I. E. Klychkova. “Stochastic Differential Equations on Imbedded Manifolds”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 47, no. 2, Feb. 1995, pp. 174–179, https://umj.imath.kiev.ua/index.php/umj/article/view/5401.
Section
Research articles