Table of Contents:
  • 1. Functions and Measures in Linear Spaces
  • 1. Spaces, Mappings, Differential Operations
  • 2. Measures and Integrals
  • 3. Measure Differentiation
  • 2. Functions and Measures on Smooth Manifolds
  • 1. Smooth Manifolds and Vector Bundles
  • 2. Bundle Section, Connections, Differential Operations
  • 3. Hilbert and Hilbert-Schmidt Bundles
  • 4. Measures on Smooth Manifolds
  • 3. Stochastic Equations in Banach Spaces
  • 1. Basic Notions
  • 2. Stochastic Integrals for Vector and Operator Functions
  • 3. Stochastic Equations
  • 4. Multiplicative Functionals of Stochastic Processes
  • 5. Stochastic Flow
  • 4. Stochastic Equations on Smooth Manifolds
  • 1. Stochastic Differentials
  • 2. Stochastic Differential Equations on Manifolds
  • 3. Stochastic Equations in Vector Bundles
  • 5. Kolmogorov Equations
  • 1. Backward Kolmogorov Equations
  • 2. Quasilinear Parabolic Equations
  • 3. Forward Kolmogorov Equations
  • 6. Diffusion Processes on Lie Groups and Principal Fibre Bundles
  • 1. Lie Groups and Smooth Bundles
  • 2. Invariant Stochastic Equations
  • 3. Stochastic Equations on Manifolds and their Solution Distribution Properties
  • Historical Comments
  • References