Diffusions on some submanifolds of Euclidean spaces

DOI10.1016/0167-7152(90)90048-CzbMath0709.60085OpenAlexW2042398842MaRDI QIDQ921725

Henryk Gzyl

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90048-c

zbMATH Keywords

stochastic differential equationsdiffusions on the level sets of smooth functions

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• Brownian Motion on a Hypersurface
• Brownian Motion on a submanifold of Euclidean Space
• Unnamed Item

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