Hsu, Elton P.,

Stochastic analysis on manifolds - Providence, R.I. : American Mathematical Society, c2002. - 1 online resource (xiv, 281 p.) - Graduate Studies in Mathematics, v. 38 .

Includes bibliographical references (p. 275-278) and index.

9781470420901 (online)


Differential geometry.
Diffusion processes.
Stochastic differential equations.