شماره ركورد كنفرانس :
3502
عنوان مقاله :
SDE Representation for Some Classes of Homogeneous Brownian Flows
Author/Authors :
M Alvand Department of Mathematical Sciences - Isfahan University of Thechnology , H. R. Z Zangeneh Department of Mathematical Sciences - Isfahan University of Thechnology
كليدواژه :
Brownian flows , stochastic differential equations , Cholesky decomposition , spatially homogeneous flows , isotropic flows
عنوان كنفرانس :
چهل و پنجمين كنفرانس رياضي ايران
چكيده لاتين :
For some spatially homogeneous Brownian
ows on some well-known manifolds, we
find explicit
stochastic differential equation representation to describe this
flows. The description will help theoretical
study and simulations of such
flows.
