Non-symmetric approximations for manifold-valued semimartingales.

DOI10.1016/S0246-0203(00)00106-0zbMath1059.58025OpenAlexW1981528881MaRDI QIDQ1975233

Serge Cohen, Anne Estrade

Publication date: 2000

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2000__36_1_45_0

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

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