On two transfer principles in stochastic differential geometry

Michel Émery

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 407-441

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Émery, Michel. "On two transfer principles in stochastic differential geometry." Séminaire de probabilités de Strasbourg 24 (1990): 407-441. <http://eudml.org/doc/113733>.

@article{Émery1990,
author = {Émery, Michel},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Stratonovich transfer principle; Itô transfer principle; stochastic parallel transport},
language = {eng},
pages = {407-441},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On two transfer principles in stochastic differential geometry},
url = {http://eudml.org/doc/113733},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Émery, Michel
TI - On two transfer principles in stochastic differential geometry
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 407
EP - 441
LA - eng
KW - Stratonovich transfer principle; Itô transfer principle; stochastic parallel transport
UR - http://eudml.org/doc/113733
ER -

References

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  1. [1] J.M. Bismut. Mecanique aleatoire. Lecture Notes in Mathematics866, Springer1981. Zbl0457.60002
  2. [2] R.W.R. Darling. Martingales in manifolds and geometric Ito calculus. Ph.D. Thesis, University of Warwick, 1982. Zbl0482.58035
  3. [3] D. Dohrn, F. Guerra. Nelson's stochastic mechanics on Riemannian manifolds. Lettere al nuovo cimento22, 121-127, 1978. MR483876
  4. [4] T.E. Duncan. Stochastic integrals in Riemannian manifolds. J. Multivariate Anal.6, 397-413, 1976. Zbl0349.60060MR415765
  5. [5] M. Emery. Stabilité des solutions des équations différentielles stochastiques; application aux intégrales multiplicatives. Z. Wahrscheinlichkeitstheorie verw. Gebiete41, 241-262, 1978. Zbl0351.60054MR464400
  6. [6] M. Emery, P.A. Meyer. Stochastic calculus in manifolds. Universitext, Springer1989. Zbl0697.60060MR1030543
  7. [7] M. Métivier. Semimartingales. A course on stochastic processes. de Gruyter, 1982. Zbl0503.60054MR688144
  8. [8] P.A. Meyer. Géométrie stochastique sans larmes. Séminaire de Probabilités XV, Lecture Notes in Mathematics850, Springer1981. Zbl0459.60046MR622555
  9. [9] P.A. Meyer, Géometrie différentielle stochastique (bis)Séminaire de Probabilites XVI, Supplement: Geometrie differentielle stochastique, Lecture Notes in Mathematics921, Springer1982. Zbl0539.58039MR658721
  10. [10] L. Schwartz. Géométrie différentielle du 2e ordre, semimartingales et equations différentielles stochastiques sur une variété différentielle. Seminaire de Probabilités XVI, Supplement: Geometrie differentielle stochastique, Lecture Notes in Mathematics921, Springer1982. Zbl0482.58034MR658722
  11. [11] L. Schwartz. Semimartingales and their stochastic calculus on manifolds. Presses de l'Université de Montreal, 1984. Zbl0539.60050MR750655
  12. [12] K. Yano and S. Ishihara. Tangent and cotangent bundles. Marcel Dekker, 1973. Zbl0262.53024MR350650

Citations in EuDML Documents

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  1. Marc Arnaudon, Connexions et martingales dans les groupes de Lie
  2. Marc Arnaudon, Appendice à l’exposé précédent : «La filtration naturelle du mouvement brownien indexé par dans une variété compacte»
  3. Marc Arnaudon, Anton Thalmaier, Stability of stochastic differential equations in manifolds
  4. Simão Stelmastchuk, A characterization of harmonic sections and a Liouville theorem
  5. Pedro Catuogno, Stochastic parallel transport and connections of H 2 M
  6. Koléhè A. Coulibaly-Pasquier, Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow

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