Conditioning and initial enlargement of filtration on a Riemannian manifold.

DOI10.1214/009117904000000126zbMath1061.58032arXivmath/0410116OpenAlexW3098137579WikidataQ115240903 ScholiaQ115240903MaRDI QIDQ1879821

Fabrice Baudoin

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410116

zbMATH Keywords

diffusions on manifoldsconditioned stochastic differential equationsMalliavin-Bismut calculus of variations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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