scientific article; zbMATH DE number 816107

MaRDI QIDQ4854285zbMATH OpenFDO

Authors Serge Cohen

Publication date 14 March 1996

Full work available at URL http://www.numdam.org/item?id=SPS_1995__29__181_0, https://eudml.org/doc/113900

zbMATH Keywords

Brownian motionjump processesMarkov processesMeyer-Schwartz's second order calculusRiemannian manifoldstochastic analysis on manifolds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited in

(3)

• Stochastic parallel transport along Lévy flows of diffeomorphisms
• Random transformations and invariance of semimartingales on Lie groups
• Wasserstein distance on solutions to stochastic differential equations with jumps

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