Publication:3992261

zbMath0757.60048MaRDI QIDQ3992261

Serge Cohen

Publication date: 13 August 1992

zbMATH Keywords

stochastic integrals; non-continuous semi-martingales in a manifold; second-order calculus with jumps

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

58J65: Diffusion processes and stochastic analysis on manifolds

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