Skip to main content

Relevement horizontal d'une semi-martingale cadlag

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1526)

Keywords

  • Geodesic Deviation
  • Premier Lieu
  • Fibre Tangent
  • Ement Stochastique
  • Tenant Successivement

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (Canada)
  • 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

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Références

  1. J.M. BISMUT, „Principes de mécanique aléatoire“, Lecture Notes in Maths. 866, Springer-Verlag, 1981.

    Google Scholar 

  2. R.W.R. DARLING, „Approximating Itô Integrals of Differential Forms and Geodesic Deviations“. Z. Warscheinlichkeitstheorie 65, 563–572, 1984.

    CrossRef  MathSciNet  MATH  Google Scholar 

  3. M. EEMERY, „Stochastic Calculus on Manifolds“, Universitext, Springer-Verlag Publ. Berlin 1989.

    CrossRef  Google Scholar 

  4. A. ESTRADE, „Calcul stochastique discontinu sur les Groupes de Lie“, thèse université d'Orléans, 1990.

    Google Scholar 

  5. N. IKEDA-S. WATANABE, „Stochastic Differential Equations and diffusion processes“, North Holland, Amsterdam, 1981.

    MATH  Google Scholar 

  6. S. KOBAYASHI-K. NOMIZU, „Foundations of differential geometry“, I,II, Intersciences Publ, New York, 1963.

    MATH  Google Scholar 

  7. P. MALLIAVIN, „Formules de la moyenne, calcul des perturbations et théorèmes d'annulation pour les formes harmoniques“, Journal of Functional Analysis, Vol. 17-3, 274–291, 1974.

    CrossRef  MathSciNet  MATH  Google Scholar 

  8. P.A. MEYER, „Géométrie stochastique sans larmes“, Séminaire de Probabilités XV, Lecture Notes in Mathematics 850, Springer 1981.

    Google Scholar 

  9. J. PICARD, „Calcul stochastique avec sauts sur une variété“, à paraître 1991.

    Google Scholar 

  10. M. PONTIER, „Approximation d'un filtre avec observation sur une variété compacte“, Stochastics 24, 285–304, 1988.

    CrossRef  MathSciNet  MATH  Google Scholar 

  11. I. SHIGEKAWA, „On stochastic horizontal lifts“, Z. Wahrsch. 59, 211–221, 1982.

    CrossRef  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1992 Springer-Verlag

About this paper

Cite this paper

Pontier, M., Estrade, A. (1992). Relevement horizontal d'une semi-martingale cadlag. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084316

Download citation

  • DOI: https://doi.org/10.1007/BFb0084316

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

  • eBook Packages: Springer Book Archive