scientific article; zbMATH DE number 3757377

MaRDI QIDQ3940534zbMATH OpenFDO

Authors Laurent Schwartz

Publication date 1982

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

zbMATH Keywords

2-tangent vectorconnexionsdifferential systems and equations for semi-martingales on a manifoldformal semi-martingalehorizontal 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- martingaleStratonovich integralstangential representations

Mathematics Subject Classification ID

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

Cited in

(12)

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

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