Stochastic Differential Equations in a Differentiable Manifold

Kiyosi Itô

doi:10.1017/S0027763000022819

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The theory of stochastic differential equations in a differentiate manifold has been established by many authors from different view-points, especially by R Lévy [2], F. Perrin [1], A. Kolmogoroff [1] [2] and K. Yosida [1] [2]. It is the purpose of the present paper to discuss it by making use of stochastic integrals.

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