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