A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows and the properties of Brownian motion on Riemannian manifolds.
Inhaltsverzeichnis
Preface; Introduction; 1. Preliminaries and notation; 2. Kolmogorov's Theorem, Totoki's Theorem, and Brownian Motion; 3. The integral: estimates and existence; 4. Special cases; 5. The change of variable formula; 6. Stochastic integral equations; 7. Stochastic differential equations on manifolds; 8. Regularity; 9. Diffusions; Appendices; References; Index.