Stochastic functional differential equations on manifolds
نویسندگان
چکیده
منابع مشابه
Stochastic Functional Differential Equations on Manifolds
In this paper, we study stochastic functional differential equations (sfde’s) whose solutions are constrained to live on a smooth compact Riemannian manifold. We prove the existence and uniqueness of solutions to such sfde’s. We consider examples of geometrical sfde’s and establish the smooth dependence of the solution on finite-dimensional parameters.
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2001
ISSN: 0178-8051
DOI: 10.1007/pl00008795