Mainly from the perspective of a probabilist, Hsu shows how stochastic analysis and differential geometry can work together for their mutual benefit. He writes

Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-

The aims of this book, originally published in 1982, are to give an understanding of the basic ideas concerning stochastic differential equations on manifolds a

Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are u

The book covers the latest research in the areas of mathematics that deal the properties of partial differential equations and stochastic processes on spaces in