Projections of SDEs onto submanifolds
In Armstrong et al. (Proc Lond Math Soc (3) 119(1):176–213, 2019) the authors define three projections of ℝ𝑑-valued stochastic differential equations (SDEs) onto submanifolds: the Stratonovich, Itô-vector and Itô-jet projections. In this paper, after a brief survey of SDEs on manifolds, we begin by...
| Үндсэн зохиолчид: | , , |
|---|---|
| Формат: | Journal article |
| Хэл сонгох: | English |
| Хэвлэсэн: |
Springer
2023
|