科研之友
微信
新浪微博
Facebook
分享链接
摘要
This primer explains how continuous-time stochastic processes (precisely, Brownianmotion and other Ito diffusions) can be defined and studied on manifolds. No knowledge is assumed of either differential geometry or continuous-time processes. The arguably dry approach is avoided of first introducing differential geometry and only then introducing stochastic processes; both areas are motivated and developed jointly.
- 出版日期2013-8
