By Mariya Mamajiwala and Debasish Roy

We propose a method for developing the flows of stochastic dynamical systems, posed as Ito's stochastic differential equations, on a Riemannian manifold identified through a suitably constructed metric. The framework used for the stochastic development, viz. an orthonormal frame bundle that relates a vector on the tangent space of the... Show more

July 23, 2020

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Stochastic dynamical systems developed on Riemannian manifolds

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