Lewis, J. T. (1984) Brownian Motion on a Submanifold of Euclidean Space. (Preprint)
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DIAS-STP-84-48.pdf Download (466kB) |
Abstract
A martingale characterization of Brownian motion on a submanifold of Euclidean space is proved and the implications of the consequent martingale representation are discussed.
Item Type: | Article |
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Divisions: | School of Theoretical Physics > Preprints |
Date Deposited: | 11 Jul 2018 09:42 |
Last Modified: | 15 Dec 2022 08:43 |
URI: | https://dair.dias.ie/id/eprint/932 |
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