On stochastic horizontal lifts

DOI10.1007/BF00531745zbMath0487.60056MaRDI QIDQ3948403

Ichiro Shigekawa

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

principal fibre bundlesemimartingalehorizontal liftconnection formstochastic parallel displacement

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60H99)

Related Items (13)

Homogenisation on homogeneous spaces ⋮ The Feynman-Kac formula for Schrödinger operators on vector bundles over complete manifolds ⋮ Stochastic differential equations and stochastic flows of diffeomorphisms ⋮ Most probable paths for anisotropic Brownian motions on manifolds ⋮ Geometric aspects of Young integral: decomposition of flows ⋮ Curvature-dimension inequalities on sub-Riemannian manifolds obtained from Riemannian foliations. I ⋮ Second order connections and stochastic horizontal lifts ⋮ REDUCTION, RECONSTRUCTION, AND SKEW-PRODUCT DECOMPOSITION OF SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ Stochastic completeness and gradient representations for Sub-Riemannian manifolds ⋮ Transformations of the Brownian motion on a Riemannian symmetric space ⋮ Convergence of martingales on a Riemannian manifold ⋮ Approximating Ito integrals of differential forms and geodesic deviation ⋮ Filtrage non lineaire avec observation sur une variete

Cites Work

• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Integral of differential forms along the path of diffusion processes
• Stochastic differentials
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