Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics

作者: Yuri E. Gliklikh

DOI:

关键词: Exact differential equationRunge–Kutta methodStochastic differential equationMalliavin calculusDifferential equationMathematicsGeometric analysisMathematical analysisStochastic partial differential equationQuantum 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.

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