XIX: 07, 91-112, LNM 1123 (1985)
SCHWARTZ, Laurent
Construction directe d'une diffusion sur une variété (Stochastic differential geometry)
This seems to be the first use of Witney's embedding theorem to construct a process (a Brownian motion, a diffusion, a solution to some s.d.e.) in a manifold $M$ by embedding $M$ into some $R^d$. Very general existence and uniqueness results are obtained
Comment: This method has since become standard in stochastic differential geometry; see for instance Émery's book Stochastic Calculus in Manifolds (Springer, 1989)
Keywords: Diffusions in manifolds, Stochastic differential equations
Nature: Original
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