A Note on Stochastic Calculus in Vector Bundles

DOI10.1007/978-3-319-00321-4_14zbMath1287.58020arXiv1112.4996OpenAlexW2196784083MaRDI QIDQ2865114

Diego S. Ledesma, Paulo R. Ruffino, Pedro José Catuogno

Publication date: 28 November 2013

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4996

zbMATH Keywords

vector bundlesstochastic calculusStratonovich integralsItô covariant stochastic integral

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

Cites Work

• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Geometry of harmonic maps
• Martingales on frame bundles
• Connexions and Prolongations
• Heat equation derivative formulas for vector bundles
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