Diffusions on some submanifolds of Euclidean spaces (Q921725)
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scientific article; zbMATH DE number 4166242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusions on some submanifolds of Euclidean spaces |
scientific article; zbMATH DE number 4166242 |
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Diffusions on some submanifolds of Euclidean spaces (English)
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1990
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Some diffusions on the level sets of smooth functions \(\Phi\) : \({\mathbb{R}}^ n\to {\mathbb{R}}^ k\) \((n>k)\) are represented as solutions of stochastic differential equations. This extends a previous work of \textit{J. T. Lewis} [Bull. Lond. Math. Soc. 18, 616-620 (1986; Zbl 0609.58046)].
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diffusions on the level sets of smooth functions
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stochastic differential equations
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