Stochastic differential equations and stochastic flows of diffeomorphisms

DOI10.1007/BFb0099433zbMath1320.60126OpenAlexW103591919MaRDI QIDQ2943644

Hiroshi Kunita

Publication date: 3 September 2015

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

Full work available at URL: https://doi.org/10.1007/bfb0099433

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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Cites Work

• Integral of differential forms along the path of diffusion processes
• Construction of a solution of random transport equation with boundary condition
• Decomposition of differential equations
• On backward stochastic differential equations
• Stochastic differential equations and Nilpotent Lie algebras
• The complexity of stochastic differential equations
• A generalized formula of Ito and some other properties of stochastic flows
• Wiener processes on manifolds of maps
• On the strong comparison theorems for solutions of stochastic differential equations
• On stochastic horizontal lifts
• On Square Integrable Martingales
• Stochastic Differential Equations in a Differentiable Manifold
• Stochastic Differential Equations in a Differentiable Manifold (2)
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