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...

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Bibliographic Details
Main Author: Darling, R. W. R.
Published: University of Warwick 1982
Subjects:
510
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.254695