CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS

Author:

FUJIWARA Tsukasa,KUNITA Hiroshi

Publisher

Faculty of Mathematics, Kyushu University

Subject

General Mathematics

Reference17 articles.

1. [1] D. Applebaum and H. Kunita. Lévy flows on manifolds and Lévy processes on Lie groups. J. Math. Kyoto Univ. 33(1993), 1103-1123.

2. [2] R. A. Carmona and D. Nualart. Nonlinear Stochastic Integrators, Equations and Flows. (Stochastics Monographs, 6). Gordon and Breach Science Publishers, 1990.

3. [3] C. Dellacherie and P. A. Meyer. Probabilities and Potential B-Theory of Martingales. North-Holland, 1982.

4. [4] K. D. Elworthy. Stochastic Differential Equations on Manifolds. (LMS Lecture Notes Series, 70). Cambridge University Press, 1982.

5. [5] A. Estrade. Exponentielle stochastique et intégrale multiplicative discontinues. Ann. Inst. Henri Poincaré 28(1992), 107-129.

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