Approximating Ito integrals of differential forms and geodesic deviation

Author:

Darling R. W. R.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference11 articles.

1. Bismut, J.M.: Principes de Mécanique Aleatoire. Lecture Note Math. 866. Berlin-Heidelberg-New York: Springer 1981

2. Darling, R.W.R.: Martingales on manifolds and geometric Ito calculus. Ph.D. Thesis. University of Warwick, England, 1982

3. Eliasson, H.I.: Geometry of manifolds of maps. J. Differential Geometry I, 169?194 (1967)

4. Ikeda, N., Watanabe, S.: Stochastic differential equations and diffusion processes. Amsterdam: North Holland 1981

5. Kallianpur, G.: Stochastic filtering theory. Berlin-Heidelberg-New York: Springer 1980

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