Conditioning and initial enlargement of filtration on a Riemannian manifold.

DOI10.1214/009117904000000126zbMath1061.58032arXivmath/0410116WikidataQ115240903 ScholiaQ115240903MaRDI QIDQ1879821

Fabrice Baudoin

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410116

zbMATH Keywords

diffusions on manifolds; conditioned stochastic differential equations; Malliavin-Bismut calculus of variations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60J60: Diffusion processes

58J65: Diffusion processes and stochastic analysis on manifolds