Stochastic Differential Equations in a Differentiable Manifold
- 1 June 1950
- journal article
- research article
- Published by Cambridge University Press (CUP) in Nagoya Mathematical Journal
- Vol. 1, 35-47
- https://doi.org/10.1017/s0027763000022819
Abstract
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.Keywords
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