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The curvilinear Itô integral with Riemannian parallel displacement and stochastic equations on manifolds. (English. Russian original) Zbl 0635.60061

Theory Probab. Math. Stat. 35, 31-36 (1987); translation from Teor. Veroyatn. Mat. Stat. 35, 31-36 (1986).
The author tries to describe the construction of a ‘curvilinear Itô integral along a random process on a Riemannian manifold’. The paper is not very clear.
Reviewer: H.Crauel

MSC:

60H05 Stochastic integrals
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
58J65 Diffusion processes and stochastic analysis on manifolds
53C20 Global Riemannian geometry, including pinching
53B05 Linear and affine connections
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