Martingales on manifolds and geometric Ito calculus
This work studies properties of stochastic processes taking values in a differential manifold M with a linear connection Γ, or in a Riemannian manifold with a metric connection. Part A develops aspects of Ito calculus for semimartingales on M, using stochastic moving frames instead of local co-ordin...
| Main Author: | |
|---|---|
| Published: |
University of Warwick
1982
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.254695 |