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A complete differential formalism for stochastic calculus in manifolds

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Book cover Séminaire de Probabilités XXVI

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

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References

  1. B.A. Dubrovin, A.T. Fomenko and S.P. Novikov, Modern Geometry-Methods and Applications, Part II, Springer, Berlin, 1985.

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  2. K.D. Elworthy, Stochastic Differential Equations on Manifolds: London Mathematical Society Lecture Note Series 70, Cambridge University Press, Cambridge, 1982.

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  4. M. Emery, Stochastic Calculus in Manifolds, Springer, Berlin, 1989.

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  5. M. Liao, Factorization of diffusions on fibre bundles, Transactions of the American Mathematical Society 311, 813–827, 1989.

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Jacques Azéma Marc Yor Paul André Meyer

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© 1992 Springer-Verlag

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Norris, J.R. (1992). A complete differential formalism for stochastic calculus in manifolds. 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/BFb0084322

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  • DOI: https://doi.org/10.1007/BFb0084322

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

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