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Stochastic Differential Equations in a Differentiable Manifold

Published online by Cambridge University Press:  22 January 2016

Kiyosi Itô
Kiyosi Itô*
Affiliation:
Mathematical Institute, Nagoya University
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The theory of stochastic differential equations in a differentiate manifold has been established by many authors from different view-points, especially by R Lévy [2], F. Perrin [1], A. Kolmogoroff [1] [2] and K. Yosida [1] [2]. It is the purpose of the present paper to discuss it by making use of stochastic integrals.

Information

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 1 , June 1950, pp. 35 - 47
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1950

References

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