Stochastic Differential Equations in a Differentiable Manifold 论文
1950Nagoya Mathematical Journal引用 216
Stochastic processes and financial applicationsAdvanced Mathematical Modeling in Engineering
摘要
The theory of stochastic differential equations in a differentiate manifold has been established by many authors from different view-points, especially by R Lévy [2], F. Perrin [1], A. Kolmogoroff [1] [2] and K. Yosida [1] [2]. It is the purpose of the present paper to discuss it by making use of stochastic integrals.