scientific article

zbMATH Open0635.60061MaRDI QIDQ3774663

Yuri E. Gliklikh

Publication date: 1987

Title of this publication is not available (Why is that?)

zbMATH Keywords

curvilinear Itô integral along a random process on a Riemannian manifoldLangevin equation on a Riemannian manifoldRiemannian parallel displacement

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Global Riemannian geometry, including pinching (53C20) Linear and affine connections (53B05)

Related Items (1)

A Variable Step Size Riemannian Sum for an Itô Integral

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