Géométrie différentielle du 2eme ordre, semi-martingales et équations différentielles stochastiques sur une variété différentielle. (French) Zbl 0482.58034

Schwartz, Laurent

Seminaire de probabilites XVI, Univ. Strasbourg 1980/81, Suppl.: Geometrie differentielle stochastique, Lect. Notes Math. 921, 1-150 (1982).

MSC:

58J65	Diffusion processes and stochastic analysis on manifolds
60G44	Martingales with continuous parameter
60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)

Keywords:

random processes on manifolds; stochastic differential of a vector-semi- martingale; 2-tangent vector; module of optional 2-cotangent processes defined along the path of a semi-martingale; tangential representations; differential systems and equations for semi-martingales on a manifold; horizontal semi-martingales; lifting stochastic differential equations; connexions; Stratonovich integrals; formal semi-martingale

Citations:

Zbl 0471.00024; Zbl 0433.60047; Zbl 0464.60058