Connexions et martingales dans les groupes de Lie

Marc Arnaudon

Séminaire de probabilités de Strasbourg (1992)

• Volume: 26, page 146-154

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Arnaudon, Marc. "Connexions et martingales dans les groupes de Lie." Séminaire de probabilités de Strasbourg 26 (1992): 146-154. <http://eudml.org/doc/113790>.

@article{Arnaudon1992,
author = {Arnaudon, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {martingales; semi-martingale; connections; Lie group},
language = {fre},
pages = {146-154},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Connexions et martingales dans les groupes de Lie},
url = {http://eudml.org/doc/113790},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Arnaudon, Marc
TI - Connexions et martingales dans les groupes de Lie
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 146
EP - 154
LA - fre
KW - martingales; semi-martingale; connections; Lie group
UR - http://eudml.org/doc/113790
ER -

References

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1. [E1] : M. Emery : Stochastic Calculus in Manifolds, Springer Verlag1989. Zbl0697.60060MR1030543
2. [E2] : M. Emery : On two transfer principles in stochastic differential geometry, Séminaire de Probabilités 24, Lecture Notes in Mathematics1426, p.407-441 (1989). Zbl0704.60066MR1071558
3. [He] : S. Helgason : Differential Geometry, Lie Groups and Symmetric Spaces, Academic Press1978. Zbl0451.53038MR514561
4. [HD,L] : M. Hakim-Dowek, D. Lépingle : L'exponentielle stochastique des groupes de Lie, Séminaire de Probabilités 20, Lecture Notes in Mathematics1204, p.352-374 (1986). Zbl0609.60009MR942031

Citations in EuDML Documents

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1. S. Paycha, M. Arnaudon, Projections de mouvements browniens régularisés via l'action d'un groupe de Lie hilbertien
2. Anne Estrade, Monique Pontier, Backward stochastic differential equations in a Lie group

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