Non-symmetric approximations for manifold-valued semimartingales

Serge Cohen; Anne Estrade

Annales de l'I.H.P. Probabilités et statistiques (2000)

  • Volume: 36, Issue: 1, page 45-70
  • ISSN: 0246-0203

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Cohen, Serge, and Estrade, Anne. "Non-symmetric approximations for manifold-valued semimartingales." Annales de l'I.H.P. Probabilités et statistiques 36.1 (2000): 45-70. <http://eudml.org/doc/77649>.

@article{Cohen2000,
author = {Cohen, Serge, Estrade, Anne},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {1},
pages = {45-70},
publisher = {Gauthier-Villars},
title = {Non-symmetric approximations for manifold-valued semimartingales},
url = {http://eudml.org/doc/77649},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Cohen, Serge
AU - Estrade, Anne
TI - Non-symmetric approximations for manifold-valued semimartingales
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 1
SP - 45
EP - 70
LA - eng
UR - http://eudml.org/doc/77649
ER -

References

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  2. [2] S. Cohen et A. Estrade, Régularisation d'équations de Stratonovitch à sauts entre variétés, Ann. Fac. Sciences de Toulouse7 (2) (1998) 233-265. Zbl0922.58086MR1656169
  3. [3] M. Emery, Stochastic Calculus in Manifolds, Springer, Berlin, Heidelberg, 1989. Zbl0697.60060MR1030543
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  13. [13] P.A. Meyer, Qu'est-ce qu'une différentielle d'ordre n?, Expo. Math.7 (1989) 249-264. Zbl0688.60041MR1007886
  14. [14] J. Picard, Barycentres et martingales sur une variété, Ann. Inst. Henri Poincaré30 (4) (1994) 647-702. Zbl0817.58047MR1302764
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  17. [17] E. Wong and M. Zakai, On the convergence of ordinary integrals to stochastic integrals, Ann. Math. Stat.36 (1965) 1560-1564. Zbl0138.11201MR195142

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