Skip to main content

A Note on Stochastic Calculus in Vector Bundles

  • Chapter
  • First Online:
Séminaire de Probabilités XLV

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 2078))

  • 1170 Accesses

Abstract

The aim of these notes is to relate covariant stochastic integration in a vector bundle E [as in Norris (Séminaire de Probabilités, XXVI, vol. 1526, Springer, Berlin, 1992, pp. 189–209)] with the usual Stratonovich calculus via the connector \(\mathcal{K}_{\nabla }: \mathit{TE} \rightarrow E\) [cf. e.g. Paterson (Canad. J. Math. 27(4):766–791, 1975) or Poor (Differential Geometric Structures, McGraw-Hill, New York, 1981)] which carries the connection dependence.

P. J. Catuogno was partially supported by CNPq, grant no. 302704/2008-6, 480271/2009-7 and FAPESP, grant no. 07/06896-5. D. S. Ledesma was supported by FAPESP, grant no. 10/20347-7. P. R. Ruffino was partially supported by CNPq, grant no. 306264/2009-9, 480271/2009-7 and FAPESP, grant no. 7/06896-5.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. M. Arnaudon, A. Thalmaier, Horizontal martingales in vector bundles. Séminaire de Probabilités, XXXVI. Lecture Notes in Math., vol. 1801 (Springer, Berlin, 2003), pp. 419–456

    Google Scholar 

  2. P.J. Catuogno, S. Stelmastchuk, Martingales on frame bundles. Potential Anal. 28(1), 61–69 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  3. B.K. Driver, A. Thalmaier, Heat equation derivative formulas for vector bundles. J. Funct. Anal. 183(1), 42–108 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  4. J. Eells, L. Lemaire, Selected topics in harmonic maps. CBMS Regional Conference Series in Mathematics, vol. 50 (American Mathematical Society, Providence, RI, 1983)

    Google Scholar 

  5. M. Emery, Stochastic Calculus in Manifolds. With an appendix by P. A. Meyer. Universitext (Springer, Berlin, 1989)

    Book  MATH  Google Scholar 

  6. J.R. Norris, A complete differential formalism for stochastic calculus in manifolds. Séminaire de Probabilités, XXVI. Lecture Notes in Math., vol. 1526 (Springer, Berlin, 1992), pp. 189–209

    Google Scholar 

  7. L.N. Patterson, Connexions and prolongations. Canad. J. Math. 27(4), 766–791 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  8. W.A. Poor, Differential Geometric Structures (McGraw-Hill, New York, 1981)

    MATH  Google Scholar 

  9. Y. Xin, Geometry of harmonic maps. Progress in Nonlinear Differential Equations and their Applications, vol. 23 (Birkhäuser Boston, Boston, MA, 1996)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Paulo R. Ruffino .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Catuogno, P.J., Ledesma, D.S., Ruffino, P.R. (2013). A Note on Stochastic Calculus in Vector Bundles. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLV. Lecture Notes in Mathematics(), vol 2078. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00321-4_14

Download citation

Publish with us

Policies and ethics