作者: Yuri E. Gliklikh
DOI:
关键词: Exact differential equation 、 Runge–Kutta method 、 Stochastic differential equation 、 Malliavin calculus 、 Differential equation 、 Mathematics 、 Geometric analysis 、 Mathematical analysis 、 Stochastic partial differential equation 、 Quantum stochastic calculus
摘要: Introduction. I. Elements of Coordinate-Free Differential Geometry. II. Introduction to Stochastic Analysis in Rn III. Equations on Manifolds. IV. Langevin's Equation Geometric Form. V. Nelson's Mechanics. VI. The Lagrangian Approach Hydrodynamics. Appendix: Solution the Newton-Nelson with Random Initial Data Yu.E. Glikhlikh, T.J. Zastawniak. References. Index.