A complete differential formalism for stochastic calculus in manifolds

James R. Norris

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 189-209

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Norris, James R.. "A complete differential formalism for stochastic calculus in manifolds." Séminaire de probabilités de Strasbourg 26 (1992): 189-209. <http://eudml.org/doc/113796>.

@article{Norris1992,
author = {Norris, James R.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {heat semigroup; stochastic calculus on manifolds},
language = {eng},
pages = {189-209},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A complete differential formalism for stochastic calculus in manifolds},
url = {http://eudml.org/doc/113796},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Norris, James R.
TI - A complete differential formalism for stochastic calculus in manifolds
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 189
EP - 209
LA - eng
KW - heat semigroup; stochastic calculus on manifolds
UR - http://eudml.org/doc/113796
ER -

References

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  1. [DFN] B.A. Dubrovin, A.T. Fomenko and S.P. Novikov, Modern Geometry - Methods and Applications, Part II, Springer, Berlin, 1985. Zbl0565.57001MR807945
  2. [El] K.D. Elworthy, Stochastic Differential Equations on Manifolds : London Mathematical Society Lecture Note Series 70, Cambridge University Press, Cambridge, 1982. Zbl0514.58001MR675100
  3. [EK] K.D. Elworthy and W.S. Kendall, Factorization of Brownian motion and harmonic maps. In From local times to global geometry, control and physics: Pitman Research Notes in Mathematics150, 75-83, Longman, Harlow, 1986. Zbl0615.60073MR894524
  4. [Em] M. Emery, Stochastic Calculus in Manifolds, Springer, Berlin, 1989. Zbl0697.60060MR1030543
  5. [L] M. Liao, Factorization of diffusions on fibre bundles, Transactions of the American Mathematical Society311, 813-827, 1989. Zbl0682.58051MR929666
  6. [N] J.R. Norris, Path integral formulae for heat kernels and their derivatives, Preprint. Zbl0791.58112MR1201558
  7. [V] J. Vilms, Totally geodesic maps, Journal of Differential Geometry4, 73-79, 1970. Zbl0194.52901MR262984

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