Abstract
SynopsisThe solutions of stochastic differential equations are used to construct Markov processes on the Banach manifold C(S, M) of continuous maps from a compact metric space S into a smooth complete finite dimensional Riemannian manifold M. In the special case where S is a single point the construction gives a large class of diffusion processes on the manifold M, including (under certain curvature conditions) the Brownian motion process.
Publisher
Cambridge University Press (CUP)
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