Stochastic differential equations driven by loops in Carnot groups.

DOI10.1016/j.crma.2004.02.016zbMath1044.60053OpenAlexW1996345232MaRDI QIDQ1876836

Fabrice Baudoin

Publication date: 20 August 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.02.016

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (1)

Stochastic Differential Equations Driven by Loops

Cites Work

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• Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
• Intégration dans la fibre associée a une diffusion dégénérée. (Integration in a fiber associated to a degenerated diffusion)
• Stochastic flows and Taylor series
• Hypoelliptic differential operators and nilpotent groups
• Differential equations driven by rough signals
• Formulae for the derivatives of heat semigroups

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