Stability of stochastic differential equations in manifolds

Marc Arnaudon; Anton Thalmaier

Séminaire de probabilités de Strasbourg (1998)

  • Volume: 32, page 188-214

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Arnaudon, Marc, and Thalmaier, Anton. "Stability of stochastic differential equations in manifolds." Séminaire de probabilités de Strasbourg 32 (1998): 188-214. <http://eudml.org/doc/113983>.

@article{Arnaudon1998,
author = {Arnaudon, Marc, Thalmaier, Anton},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {188-214},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Stability of stochastic differential equations in manifolds},
url = {http://eudml.org/doc/113983},
volume = {32},
year = {1998},
}

TY - JOUR
AU - Arnaudon, Marc
AU - Thalmaier, Anton
TI - Stability of stochastic differential equations in manifolds
JO - Séminaire de probabilités de Strasbourg
PY - 1998
PB - Springer - Lecture Notes in Mathematics
VL - 32
SP - 188
EP - 214
LA - eng
UR - http://eudml.org/doc/113983
ER -

References

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  1. [C1] Cohen ( S.) — Géométrie différentielle stochastique avec sauts 1, Stochastics and Stochastics Reports, t. 56, 1996, p. 179-203. Zbl0911.58044MR1396760
  2. [C2] Cohen ( S.) — Géométrie différentielle stochastique avec sauts 2: discrétisation et applications des EDS avec sauts, Stochastics and Stochastics Reports, t. 56, 1996, p. 205-225. Zbl0893.58058MR1396761
  3. [E1] Emery ( M.) — Une topologie sur l'espace des semimartingales, Séminaire de Probabilités XIII, Lecture Notes in Mathematics, Vol 721, Springer, 1979, p. 260-280. Zbl0406.60057MR544800
  4. [E2] Emery ( M.) — Equations différentielles stochastiques lipschitziennes: étude de la stabilité, Séminaire de Probabilités XIII, Lecture Notes in Mathematics, Vol 721, Springer, 1979, p. 281-293. Zbl0408.60064MR544801
  5. [E3] Emery ( M.) — On two transfer principes in stochastic differential geometry, Séminaire de Probabilités XXIV, Lecture Notes in Mathematics, Vol 1426, Springer, 1989, p. 407-441. Zbl0704.60066MR1071558
  6. [E4] Emery ( M.) — Stochastic calculus in manifolds. — Springer, 1989. Zbl0697.60060MR1030543
  7. [K] Kendall ( W.S.) — Convex geometry and nonconfluent Γ-martingales II: Wellposedness and Γ-martingale convergence, Stochastics, t. 38, 1992, p. 135-147. Zbl0758.58036MR1274899
  8. [Pi] Picard ( J.) — Convergence in probability for perturbed stochastic integral equations, Probability Theory and Related Fields, t. 81, 1989, p. 383-451. Zbl0659.60088MR983091
  9. [Pr] Protter ( P.) — Stochastic Integration and Differential Equations. A New Approach. — Springer, 1990. Zbl0694.60047MR1037262
  10. [Y-I] Yano ( K.), Ishihara ( S.) — Tangent and Cotangent Bundles. — Marcel Dekker, Inc., New York, 1973. Zbl0262.53024MR350650

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