Relèvement horizontal d'une semimartingale càdlàg

Monique Pontier; Anne Estrade

Séminaire de probabilités de Strasbourg (1992)

• Volume: 26, page 127-145

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Pontier, Monique, and Estrade, Anne. "Relèvement horizontal d'une semimartingale càdlàg." Séminaire de probabilités de Strasbourg 26 (1992): 127-145. <http://eudml.org/doc/113789>.

@article{Pontier1992,
author = {Pontier, Monique, Estrade, Anne},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic horizontal lift; Riemannian manifold-valued discontinuous semimartingales; manifold semimartingale},
language = {fre},
pages = {127-145},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Relèvement horizontal d'une semimartingale càdlàg},
url = {http://eudml.org/doc/113789},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Pontier, Monique
AU - Estrade, Anne
TI - Relèvement horizontal d'une semimartingale càdlàg
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 127
EP - 145
LA - fre
KW - stochastic horizontal lift; Riemannian manifold-valued discontinuous semimartingales; manifold semimartingale
UR - http://eudml.org/doc/113789
ER -

References

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1. [1] J.M. Bismut, "Principes de mécanique aléatoire", Lecture Notes in Maths.866, Springer-Verlag, 1981. Zbl0457.60002
2. [2] R.W.R. Darling, "Approximating Itô Integrals of Differential Forms and Geodesic Deviations." Z. Warscheinlichkeitstheorie65, 563-572, 1984. Zbl0519.60053MR736146
3. [3] M. Emery, " Stochastic Calculus on Manifolds" , Universitext, Springer-Verlag Publ.Berlin1989 . Zbl0697.60060MR1030543
4. [4] A. Estrade, " Calcul stochastique discontinu sur les Groupes de Lie", thèseuniversité d'Orléans, 1990. 
5. [5] N. Ikeda - S. Watanabe, "Stochastic Differential Equations and diffusion processes", North Holland, Amsterdam, 1981. Zbl0495.60005MR637061
6. [6] S. KOBAYASHI-K.NOMIZU, "Foundations of differential geometry", I,II, Intersciences Publ, New York, 1963. Zbl0119.37502MR152974
7. [7] P. Malliavin, "Formules de la moyenne, calcul des perturbations et théorèmes d'annulation pour les formes harmoniques",Journal of Functional Analysis, Vol. 17-3, 274-291, 1974. Zbl0425.58022MR385932
8. [8] P.A. Meyer," Géométrie stochastique sans larmes", Séminaire de Probabilités XV, Lecture Notes in Mathematics850, Springer1981. Zbl0459.60046MR622555
9. [9] J. Picard, " Calcul stochastique avec sauts sur une variété", à paraître 1991. Zbl0749.60043MR1187781
10. [10] M. Pontier," Approximation d'un filtre avec observation sur une variété compacte", Stochastics24,285-304,1988. Zbl0649.60048MR972967
11. [11] I. Shigekawa, "On stochastic horizontal lifts", Z. Wahrsch.59, 211-221, 1982. Zbl0487.60056MR650613

Citations in EuDML Documents

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1. David Applebaum, A horizontal Lévy process on the bundle of orthonormal frames over a complete riemannian manifold
2. Serge Cohen, Some Markov properties of stochastic differential equations with jumps
3. Anne Estrade, A characterization of Markov solutions for stochastic differential equations with jumps

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