scientific article

zbMath0482.58034MaRDI QIDQ3940534

Laurent Schwartz

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=SPS_1982__S16__1_0

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zbMATH Keywords

Stratonovich integralsformal semi-martingaleconnexionstangential representations2-tangent vectordifferential systems and equations for semi-martingales on a manifoldhorizontal semi-martingaleslifting stochastic differential equationsmodule of optional 2-cotangent processes defined along the path of a semi-martingalerandom processes on manifoldsstochastic differential of a vector-semi- martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (11)

Stochastic calculus, statistical asymptotics, Taylor strings and phyla ⋮ Symmetry of stochastic non-variational differential equations ⋮ Symmetries of stochastic differential equations: A geometric approach ⋮ Non‐geometric rough paths on manifolds ⋮ From second-order differential geometry to stochastic geometric mechanics ⋮ A note on symmetries of diffusions within a martingale problem approach ⋮ A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold ⋮ Second-order tangent-valued forms ⋮ Les différentielles de semi-martingales vraies, sections de fibrés vectoriels. (The differentials of real semi-martingales, sections of vectorial fibres) ⋮ Stochastic port-Hamiltonian systems ⋮ Stochastic covariant calculus of order two

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