Géométrie différentielle du 2ème ordre, semi-martingales et équations différentielles stochastiques sur une variété différentielle
Géométrie différentielle stochastique, II
Géométrie stochastique sans larmes, I
Geometry of non-holonomic diffusion
We study stochastically perturbed non-holonomic systems from a geometric point of view. In this setting, it turns out that the probabilistic properties of the perturbed system are intimately linked to the geometry of the constraint distribution. For -Chaplygin systems, this yields a stochastic criterion for the existence of a smooth preserved measure. As an application of our results we consider the motion planning problem for the noisy two-wheeled robot and the noisy snakeboard.
Geometry of stochastic delay differential equations.