Some extensions of Ito's formula

Hiroshi Kunita

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 118-141

How to cite

top

Kunita, Hiroshi. "Some extensions of Ito's formula." Séminaire de probabilités de Strasbourg 15 (1981): 118-141. <http://eudml.org/doc/113315>.

@article{Kunita1981,
author = {Kunita, Hiroshi},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {composition of stochastic flows of diffeomorphisms; stochastic parallel displacement of tensor fields; stochastic transformation of tensor fields induced by flows of diffeomorphisms},
language = {eng},
pages = {118-141},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some extensions of Ito's formula},
url = {http://eudml.org/doc/113315},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Kunita, Hiroshi
TI - Some extensions of Ito's formula
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 118
EP - 141
LA - eng
KW - composition of stochastic flows of diffeomorphisms; stochastic parallel displacement of tensor fields; stochastic transformation of tensor fields induced by flows of diffeomorphisms
UR - http://eudml.org/doc/113315
ER -

References

top
  1. [1] J.M. Bismut; Plots stochastiques et formula de Ito-Stratonovich généralisée, C. R. Acad. Sci.Paris290 (10 mars 1980). Zbl0428.60067MR571388
  2. [2] N. Ikeda– S. Watanabe; Stochastic differential equations and diffusion processes, forthcoming book. Zbl0495.60005
  3. [3] K. Itô; The Brownian motion and tensor fields on Riemannian manifold, Proc. Internat. Congress of Math. Stockholm (1962). Zbl0116.36105MR176500
  4. [4] K. Itô; Stochastic parallel displacement, Springer, Lecture Notes in Math., 451 (1975), 1-7. Zbl0308.60027MR394905
  5. [5] S. Kobayashi K. Nomizu; Foundations of differential geometry I, Interscience1963. Zbl0119.37502MR152974
  6. [6] H. Kunita; On the representation of solutions of stochastic differential equations, Séminaire des Probabilités XIV, Lecture Notes in Math., 784 (1980), 282-303. Zbl0438.60047MR580134
  7. [7] H. Kunita; On the decomposition of solutions of stochastic differential equations, to appear in the proceedings of Durham conference on stochastic integrals. Zbl0474.60046MR620992
  8. [8] H., Kunita S. Watanabe; On square integrable martingales, Nagoya Math. J., 30 (1967), 209-245. Zbl0167.46602MR217856
  9. [9] S. Watanabe; Differential and variation for flow of diffeomorphisms defined by stochastic differential equation on manifold (in Japanese), Sukaiken Kokyuroku391 (1980). 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.