Integral of differential forms along the path of diffusion processes

DOI10.2977/prims/1195187879zbMath0462.60056OpenAlexW2067555259MaRDI QIDQ1152906

Shojiro Manabe, Nobuyuki Ikeda

Publication date: 1979

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195187879

zbMATH Keywords

stochastic geometryrelation between Stratonovich integrals and Ito integrals

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

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• Formule de Cauchy relative à certains lacets browniens
• Note on continuous additive functional of the 1-dimensional Brownian path
• On Square Integrable Martingales
• Additive Functionals of a Process of Brownian Motion

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