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In this manuscript we consider Intrinsic Stochastic Differential Equations onmanifolds and constrain it to a level set of a smooth function. Such type ofconstraints are known as explicit algebraic constraints. The system ofdifferential equation and the algebraic constraints is, in combination, calledthe Stochastic Differential Algebraic Equations (SDAEs). We consider theseequations on manifolds and present methods for computing the solution of SDAEson manifolds.

Explicitly Constrained Stochastic Differential Equations on Manifolds