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Stochastic Analysis on Manifolds

Probability theory has become a convenient language and a useful tool in many areas of modern analysis. This book intends to explore part of this connection concerning the relations between Brownian…

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Specifikacia Stochastic Analysis on Manifolds


Probability theory has become a convenient language and a useful tool in many areas of modern analysis. This book intends to explore part of this connection concerning the relations between Brownian motion on a manifold and analytical aspects of differential geometry. It begins with a review of stochastic differential equations on Euclidean

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