Backward Itô's formula for sections of a fibered manifold
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Publication:5919855
DOI10.2969/jmsj/04220327zbMath0770.58041MaRDI QIDQ5919855
Publication date: 18 August 1993
Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2969/jmsj/04220327
stochastic differential equation; Brownian motion; backward stochastic formula; stochastic flow of diffeomorphisms
60J65: Brownian motion
58J65: Diffusion processes and stochastic analysis on manifolds
57R50: Differential topological aspects of diffeomorphisms
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