Backward Itô's formula for sections of a fibered manifold (Q5893800)

The main purpose of this paper is to give a backward stochastic formula for the \(C^{\infty}\) (local) sections of a fibered manifold. More precisely, let \(\sigma: Dom(\sigma)\to E\) be a \(C^{\infty}\) (local) section of a \(C^{\infty}\) fibered manifold \(\pi: E\to M\). Assume that the stochastic differential equation \(d\eta_ t=\sum^{k}_{\lambda =0}Y_{\lambda}(t,\eta_ t)\circ dw^{\lambda}(t)\) (in the Stratonovich form) generates a stochastic flow of diffeomorphisms \(\eta_{s,t}\) of E, where \(Y_{\lambda}(t)\) are time-dependent projectable \(C^{\infty}\) vector fields on E, \(w^ 0(t)\equiv t\), and \(w(t)=(w^ 1(t),...,w^ k(t))\) is the canonical realization of Brownian motion on the standard k-dimensional Wiener space. With the use of backward stochastic calculus, this paper sets up a backward formula for the \(\pi^{-1}(x)\)-valued stochastic process \(\eta^{-1}_{s,t}(\sigma (\theta_{s,t}(x)))\) with \(\pi \circ \eta_{s,t}=\theta_{s,t}\circ \pi\), \(x\in Dom(\sigma)\). The case of a \(C^{\infty}\) vector bundle is also discussed, and certain backward and forward differential equations for sections of a vector bundle are dealt with. The results are applied to the study of the behavior of a time-dependent random \(C^{\infty}\) distribution of a manifold, and to backward and forward differential equations for second order (possibly degenerate) linear differential operators on functions on a manifold.