Stochastic Differential Equations Driven by Loops

DOI10.1007/978-3-319-13984-5_3zbMath1498.60196arXiv1402.5118OpenAlexW1600644765MaRDI QIDQ5038261

Fabrice Baudoin

Publication date: 30 September 2022

Published in: XI Symposium on Probability and Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.5118

zbMATH Keywords

Carnot groupsholonomy operatorBrownian loopsChen developmentHörmander's type theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Sub-Riemannian geometry (53C17)

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