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

Concerned with probability theory, Elton Hsu's study focuses primarily on the relations between Brownian motion on a manifold and analytical aspects of differen

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