scientific article; zbMATH DE number 3738648

zbMATH Open0471.60061MaRDI QIDQ3924932FDOQ3924932

Authors: Hiroshi Kunita 

Publication date: 1981

Full work available at URL: http://www.numdam.org/item?id=SPS_1981__15__118_0

Title of this publication is not available (Why is that?)

zbMATH Keywords

composition of stochastic flows of diffeomorphismsstochastic parallel displacement of tensor fieldsstochastic transformation of tensor fields induced by flows of diffeomorphisms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited In (29)

• Controlled reflected SDEs and Neumann problem for backward SPDEs
• Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach
• Stochastic closures for wave-current interaction dynamics
• The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions
• Viscosity solutions of stochastic Hamilton-Jacobi-Bellman equations
• Stochastic effects of waves on currents in the ocean mixed layer
• Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information
• Martingales dépendant d'un paramètre: une formule d'Ito
• A unification of weighted and unweighted particle filters
• A generalized change of variable formula for the Young integral
• General change of variable formulas for semimartingales in one and finite dimensions
• Maximum principle for stochastic control of SDEs with measurable drifts
• On stochastic Euler equations
• Flows of stochastic dynamical systems: The functional analytic approach
• Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations
• Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows
• Quadratic covariant and Stratonovich integral
• Stochastic Lagrangian perturbation of Lie transport and applications to fluids
• Approximating Ito integrals of differential forms and geodesic deviation
• Stochastic Hamiltonian dynamical systems
• Hypoellipticity theorems and conditional laws
• SDEs with random and irregular coefficients
• Filtering with a small nonlinear term in the signal
• Implications of Kunita-Itô-Wentzell formula for \(k\)-forms in stochastic fluid dynamics
• Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
• A generalized formula of Ito and some other properties of stochastic flows
• Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations
• Circulation and energy theorem preserving stochastic fluids

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