Keywords
- Brownian Motion
- Vector Bundle
- Stochastic Differential Equation
- Stochastic Calculus
- Local Martingale
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References
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K.D. Elworthy and W.S. Kendall, Factorization of Brownian motion and harmonic maps. In From local times to global geometry, control and physics: Pitman Research Notes in Mathematics 150, 75–83, Longman, Harlow, 1986.
M. Emery, Stochastic Calculus in Manifolds, Springer, Berlin, 1989.
M. Liao, Factorization of diffusions on fibre bundles, Transactions of the American Mathematical Society 311, 813–827, 1989.
J.R. Norris, Path integral formulae for heat kernels and their derivatives, Preprint.
J. Vilms, Totally geodesic maps, Journal of Differential Geometry 4, 73–79, 1970.
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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
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Online ISBN: 978-3-540-47342-8
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