scientific article; zbMATH DE number 890876

MaRDI QIDQ4882745zbMATH OpenFDO

Authors A. Grorud, Monique Pontier

Publication date 29 October 1996

zbMATH Keywords

Brownian motionSobolev spacesemi-martingalestochastic calculusmanifold valued anticipating processanticipative stochastic differential equationanticipative random variable

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65)

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(6)

• Calcul anticipatif d'ordre deux
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• Stochastic anticipative calculus on the path space over a compact Riemannian manifold
• Anticipating differential equation on a manifold and approximations
• Second–order multivalued stochastic differential equations on Riemannian manifolds
• Qu'est ce qu'une différentielle d'ordre n? (What is a differential of order n?)

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