Stochastic Taylor Formulas and Riemannian Geometry

DOI10.1007/978-1-4614-5906-4_2zbMath1280.58025OpenAlexW245395036MaRDI QIDQ2841775

Mark A. Pinsky

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-5906-4_2

zbMATH Keywords

Brownian motionRiemannian manifoldexit timestochastic Taylor formula

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

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