On the construction of certain diffusions on a differentiable manifold
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Cites work
- A Probability Approach to the Heat Equation
- Brownian motions on the 3-dimensional rotation group
- Continuous Markov processes and stochastic equations
- scientific article; zbMATH DE number 3148796 (Why is no real title available?)
- scientific article; zbMATH DE number 3393555 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- On a Formula Concerning Stochastic Differentials
- Stochastic Differential Equations in a Differentiable Manifold
Cited in
(17)- Stochastic differential geometry: An introduction
- Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
- Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
- Lorentz-invariant Markov processes in relativistic phase space
- Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
- On left invariant Brownian motions and heat kernels of nilpotent Lie groups
- PATH INTEGRALS ON A COMPACT MANIFOLD WITH NON-NEGATIVE CURVATURE
- Three problems in stochastic riemannian geometry
- The central limit problem for geodesic random walks
- Isotropic Transport Process on a Riemannian Manifold
- Construction of the Brownian motion and the Ornstein-Uhlenbeck process in a Riemannian manifold on basis of the Gangolli-Mc.Kean injection scheme
- scientific article; zbMATH DE number 3609978 (Why is no real title available?)
- Intrinsic stochastic differential equations as jets
- Gaussian measures in traditional and not so traditional settings
- On the uniqueness of diffusions
- Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices
- Symplectic techniques for stochastic differential equations on reductive Lie groups with applications to Langevin diffusions
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