Semi-martingales sur des variétés, et martingales conformes sur des variétés analytiques complexes

DOI10.1007/BFb0096133zbMath0433.60047MaRDI QIDQ1139325

Laurent Schwartz

Publication date: 1980

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsdiffusion processessemimartingalestochastic integral representationconformal local martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic integrals (60H05) Pluriharmonic and plurisubharmonic functions (31C10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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