scientific article; zbMATH DE number 3720096

MaRDI QIDQ3909764zbMATH OpenFDO

Authors Paul-André Meyer

Publication date 1981

Full work available at URL http://www.numdam.org/item?id=SPS_1981__15__44_0, https://eudml.org/doc/113341

zbMATH Keywords

connectionBrownian motion on a Riemann manifoldstochastic differential equations on a manifoldstochastic processes and integrals on varieties

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

Cited in

(19)

• Stochastic covariant calculus of order two
• Rough integrators on Banach manifolds
• From second-order differential geometry to stochastic geometric mechanics
• Stochastic differential geometry: An introduction
• Martingales on Riemannian manifolds with prescribed limit
• A loop group method for affine harmonic maps into Lie groups
• Anticipating differential equation on a manifold and approximations
• Martingales on frame bundles
• Stochastic Hamiltonian dynamical systems
• A note on symmetries of diffusions within a martingale problem approach
• Non‐geometric rough paths on manifolds
• Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
• Stochastic port-Hamiltonian systems
• Second-order tangent-valued forms
• Stochastic parallel transport along Lévy flows of diffeomorphisms
• Convergence of martingales on a Riemannian manifold
• Stochastic calculus, statistical asymptotics, Taylor strings and phyla
• Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another
• Symmetry of stochastic non-variational differential equations

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