Second order connections and stochastic horizontal lifts (Q2496761)
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English | Second order connections and stochastic horizontal lifts |
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Second order connections and stochastic horizontal lifts (English)
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20 July 2006
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The paper is dealing with the development of an absolute calculus of second order. One of the main objects of study is the so-called 2-connection, that is a particular type of connection adapted to the Schwartz geometry. The latter is named after the Schwartz morphisms related with second order tangent spaces and operators. Here, the second order tangent space \(\tau_xM\) at the point \(x\) of a smooth manifold \(M\) is defined to be the vector space of all differential operators on \(M\) at \(x\) of order at most two without constant terms. Furthermore, developing the theory of 2-connections based on semimartingales instead of smooth curves, to each 2-connection there is associated, in a natural way, a stochastic horizontal lifting. The existence and uniqueness of such liftings is proved. The parallel transport along martingales, as well as the relationship of 2-connections with other types of connections are also studied.
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connections
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stochastic calculus
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Schwartz geometry
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