A note on stochastic calculus in vector bundles

DOI10.1007/978-3-319-00321-4_14MaRDI QIDQ2865114zbMATH OpenOpenAlexFDO

Authors Diego S. Ledesma, Paulo Ruffino, Pedro J. Catuogno

Publication date 28 November 2013

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

Full work available at URL https://arxiv.org/abs/1112.4996

zbMATH Keywords

Itô covariant stochastic integralstochastic calculusStratonovich integralsvector bundles

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Diffusion processes (60J60)

Abstract: The aim of these notes is to relate covariant stochastic integration in a vector bundle $E$ (as in Norris cite{Norris}) with the usual Stratonovich calculus via the connector $K:TEightarrowE$ (cf. e.g. Paterson cite{Paterson} or Poor cite{Poor}) which carries the connection dependence.

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Cites work

• Connexions and Prolongations
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• Heat equation derivative formulas for vector bundles
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• Martingales on frame bundles
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer

Cited in

(2)

• Stochastic covariant calculus of order two
• A Note on Free Stochastic Calculus on Hilbert Modules and Its Application

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