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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Bibliographic Details
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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Ukrains’kyi Matematychnyi Zhurnal