Conditioning and initial enlargement of filtration on a Riemannian manifold. (Q1879821)

The author [Stochastic Processes, Appl. 100, 109--145 (2002)] has studied a generalisation of the Brownian bridge; namely, Brownian motion conditioned to a certain functional of its path having a prescribed distribution. The resulting stochastic process is a weak solution of a so-called conditioned stochastic differential equation. The work reviewed here is devoted to extending this earlier work to stochastic differential equations on Riemannian manifolds.