Construction directe d’une diffusion sur une variété. (French) Zbl 0572.58024

Schwartz, Laurent

Sémin. de probabilités XIX, Univ. Strasbourg 1983/84, Proc., Lect. Notes Math. 1123, 91-112 (1985).

[For the entire collection see Zbl 0549.00007.]
The author introduces another way of constructing a diffusion corresponding to a given infinitesimal generator on a smooth N- dimensional manifold by means of its embedding into \(R^{2n}\).

Reviewer: Yu.Kifer

MSC:

58J65	Diffusion processes and stochastic analysis on manifolds
60J60	Diffusion processes
60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)

Keywords:

diffusions on a manifold; stochastic differential equations; stochastic integrals

Citations:

Zbl 0549.00007