3 papers
math.PR2022
Explicitly Constrained Stochastic Differential Equations on Manifolds
Sumit Suthar, Soumyendu Raha
In this manuscript we consider Intrinsic Stochastic Differential Equations on manifolds and constrain it to a level set of a smooth function. Such type of constraints are known as…
math.DG2022
Intrinsic Stochastic Differential Equations and Extended Ito Formula on Manifolds
Sumit Suthar, Soumyendu Raha
A general way of representing Stochastic Differential Equations (SDEs) on smooth manifold is based on Schwartz morphism. In this manuscript we are interested in SDEs on a smooth ma…
math.OC2021
On Explicit Stochastic Differential Algebraic Equations
Sumit Suthar, Soumyendu Raha
Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving p…