Diffusions on some submanifolds of Euclidean spaces
type: Item
instance of: scholarly article
title: Diffusions on some submanifolds of Euclidean spaces
zbMATH Open document ID: 0709.60085
DOI: 10.1016/0167-7152(90)90048-C
published in: Statistics \& Probability Letters
publication date: 1990-01-01T00:00:00Z
review text: 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)].
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 4166242
zbMATH Keywords: diffusions on the level sets of smooth functions
zbMATH Keywords: stochastic differential equations
author: Henryk Gzyl
reviewed by: Jean Bertoin
MaRDI profile type: Publication
cites work: Brownian Motion on a Hypersurface
cites work: Q3702245
cites work: Brownian Motion on a submanifold of Euclidean Space
cites work: Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
full work available at URL: 0167-7152(90)90048-c
OpenAlex ID: W2042398842
description: scientific article; zbMATH DE number 4166242