Géométrie stochastique sans larmes. (French) Zbl 0459.60046

Meyer, P. A.

Seminaire de probabilites XV, Univ. Strasbourg 1979/80, Lect. Notes Math. 850, 44-102 (1981).

MSC:

60H05	Stochastic integrals
58J65	Diffusion processes and stochastic analysis on manifolds
60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65	Brownian motion

Keywords:

connection; stochastic processes and integrals on varieties; Brownian motion on a Riemann manifold; stochastic differential equations on a manifold

Citations:

Zbl 0447.00009; Zbl 0457.60031