Brownian Motion on a Submanifold of Euclidean Space

Lewis, J. T. (1984) Brownian Motion on a Submanifold of Euclidean Space. (Preprint)

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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
Divisions: School of Theoretical Physics > Preprints
Date Deposited: 11 Jul 2018 09:42
Last Modified: 24 Jul 2018 11:53
URI: http://dair.dias.ie/id/eprint/932

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