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Stochastic differential equations on imbedded manifolds

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Ukrainian Mathematical Journal Aims and scope

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.

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References

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Authors and Affiliations

  1. Institute of Applied Mathematics and Mechanics, Ukrainian Academy of Sciences, Donetsk

    I. I. Gikhman & I. E. Klychkova

Authors
  1. I. I. Gikhman
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  2. I. E. Klychkova
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 2, pp. 174–179, February, 1995.

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Gikhman, I.I., Klychkova, I.E. Stochastic differential equations on imbedded manifolds. Ukr Math J 47, 206–211 (1995). https://doi.org/10.1007/BF01056711

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  • DOI: https://doi.org/10.1007/BF01056711

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