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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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