Some extensions of Ito's formula

Hiroshi Kunita

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 118-141

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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

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  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). 

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