scientific article; zbMATH DE number 2222544

MaRDI QIDQ5701328zbMATH OpenFDO

Authors Michel Émery

Publication date 3 November 2005

zbMATH Keywords

chaotic representationsemimartingalesstructure equations

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic integral equations (60H20) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(2)

• An introduction to stochastic dynamical systems. Paper from 27th Brazilian Mathematics colloquium -- 27 Colóquio Brasileiro de Matemática, Rio de Janeiro, Brazil, July 27--31, 2009
• Transition functions, paths and path integrals

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