scientific article; zbMATH DE number 3839057

zbMATH Open0528.60048MaRDI QIDQ3308798FDOQ3308798

Authors: Jean-Michel Bismut 

Publication date: 1982

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zbMATH Keywords

diffeomorphismHamiltoniansymplectic geometrystochastic flowIto formularandom mechanics

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Hamilton's equations (70H05) Optimal stochastic control (93E20) Differential forms in global analysis (58A10)

Cited In (34)

• Predicting uncertainty in geometric fluid mechanics
• A stochastic approach to the Euler-Poincaré number of the loop space of a developable orbifold
• Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent
• On some estimates in quasi sure limit theorem for SDE's
• Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
• Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients
• Stochastic geometric models with non-stationary spatial correlations in Lagrangian fluid flows
• Diffusions conditionnelles. I. Hypoellipticité partielle
• The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
• Brownian cylinders and intersecting branes
• Martingale representation and hedging policies
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
• Variational integrators for stochastic Hamiltonian systems on Lie groups
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Computing ergodic limits for Langevin equations
• The efficient solution of the (quietly constrained) noisy, linear regulator problem
• Diffusions conditionnelles. II. Générateur conditionel. Application au filtrage
• Flow of Homeomorphisms and Stochastic Transport Equations
• Brownian surfaces with boundary and Deligne cohomology
• Stochastic Hamiltonian dynamical systems
• A short proof of a martingale representation result
• Variational principles for fluid dynamics on rough paths
• Dynamic utility and related nonlinear SPDEs driven by Lévy noise
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Networks of coadjoint orbits: from geometric to statistical mechanics
• Integration on loop groups. I: Quasi invariant measures
• Probabilistic approach for systems of second order quasi-linear parabolic PDEs
• The variational principle for optimal control of diffusions with partial information
• Stochastic discrete Hamiltonian variational integrators
• A review of structure-preserving numerical methods for engineering applications
• Noise and dissipation on coadjoint orbits
• A generalized formula of Ito and some other properties of stochastic flows
• Stochastic variational principles for dissipative equations with advected quantities
• Stochastic Wess-Zumino-Witten model over a symplectic manifold

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