Stochastic differential equations on imbedded manifolds
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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| Date: | 1995 |
|---|---|
| Main Authors: | Gikhman, I. I., Klychkova, I. E., Гихман, И. И., Клычкова, И. Е. |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1995
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5401 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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