Conditional expectations for derivatives of certain stochastic flows

Kenneth David Elworthy; Marc Yor

Séminaire de probabilités de Strasbourg (1993)

  • Volume: 27, page 159-172

How to cite

top

Elworthy, Kenneth David, and Yor, Marc. "Conditional expectations for derivatives of certain stochastic flows." Séminaire de probabilités de Strasbourg 27 (1993): 159-172. <http://eudml.org/doc/113841>.

@article{Elworthy1993,
author = {Elworthy, Kenneth David, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic flow; stochastic differential equation; Hessian flow; Weitzenböck flow},
language = {fre},
pages = {159-172},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Conditional expectations for derivatives of certain stochastic flows},
url = {http://eudml.org/doc/113841},
volume = {27},
year = {1993},
}

TY - JOUR
AU - Elworthy, Kenneth David
AU - Yor, Marc
TI - Conditional expectations for derivatives of certain stochastic flows
JO - Séminaire de probabilités de Strasbourg
PY - 1993
PB - Springer - Lecture Notes in Mathematics
VL - 27
SP - 159
EP - 172
LA - fre
KW - stochastic flow; stochastic differential equation; Hessian flow; Weitzenböck flow
UR - http://eudml.org/doc/113841
ER -

References

top
  1. [A] Arnold, L. : A formula connecting sample and moment stability of linear stochastic systems. SIAM J. -App. Math.44, p. 793-802 (1984). Zbl0561.93063MR750951
  2. [E1] Elworthy, K.D. : Stochastic Differential Equations on Manifolds. Cambridge University Press, Cambridge : 1982. Zbl0514.58001MR675100
  3. [E2] Elworthy, K.D. : Stochastic flows on Riemannian manifolds. In : Diffusion Processes and Related Problems in Analysis, vol. II (M.A. Pinsky and V. Wihstutz, eds), p. 37-72. Progress in Probability n° 27. Birkhaüser (1992). Zbl0758.58035MR1187983
  4. [E3] Elworthy, K.D. : Geometric aspects of diffusions on manifolds. In : Ecole d'Eté de Probabilités de Saint-Flour, XV-XVII, 1985-1987 (P.L. Hennequin, ed.), p. 276-425. Lecture Notes in Maths. n° 1362, Springer (1987). Zbl0658.58040MR983375
  5. [E4] Elworthy, K.D. : Stochastic Differential Geometry. Tables Rondes de St Chéron (Janvier 1992). Bull. Sci. Maths. (1993). Zbl0777.60060MR1205409
  6. [ERI] Elworthy, K.D., Rosenberg S. : Generalized Bochner theorems and the spectrum of complete manifolds. Acta. App. Math.12, p. 1-33 (1988). Zbl0677.58046MR962879
  7. [ERII] Elworthy, K.D., Rosenberg S. : Manifolds with wells of negative curvatureInvent. Math., vol. 103, p. 471-495 (1991). Zbl0722.53033MR1091615
  8. [G] Goldberg, S.I. : Curvature and Homology. Academic Press, 1962. Zbl0105.15601MR139098
  9. [JY] Jacod J., Yor, M. : Etude des solutions extrémales, et représentation intégrale des solutions pour certains problèmes de martingales. Zeit. für Wahr.38, 1977, p. 83-125. Zbl0346.60032MR445604
  10. [K] Kusuoka, S. : Degree theorem in certain Wiener Riemannian manifolds. In : Stochastic Analysis ; Proceedings, Paris 1987. (Métivier, S. Watanabe, eds), p. 93-108. Lecture Notes in Maths.1322. Springer (1988). Zbl0648.58038MR962866
  11. [KN] Kobayashi, S., Nomizu, K. : Foundations of Differential Geometry. Vol. II. Interscience, J. Wiley and Sons (1969). Zbl0175.48504MR238225
  12. [L] Li- ( Xue-mei) : Stochastic flows on non-compact manifolds. Ph. D. Thesis. Warwick University (1992). 
  13. [PW] Price, G.C., Williams, D. : Rolling with "slipping", I. Sém. de Probabilités XVII, Lect. Notes in Maths.986, p. 194-197. Springer (1983). Zbl0524.60062MR770411

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.