Projections of SDEs onto submanifolds

DOI10.1007/s41884-022-00093-7arXiv1810.03923OpenAlexW2896985144MaRDI QIDQ6138806

Emilio Rossi Ferrucci, Damiano Brigo, John Armstrong

Publication date: 16 January 2024

Published in: Information Geometry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.03923

zbMATH Keywords

projectionStratonovichstochastic differential equations (SDE)Ito

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• Global and stochastic analysis with applications to mathematical physics
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Approximate nonlinear filtering by projection on exponential manifolds of densities
• Constrained rough paths
• Intrinsic stochastic differential equations as jets
• Optimal approximation of SDEs on submanifolds: the Itô‐vector and Itô‐jet projections
• Riemannian Geometry
• Riemannian geometry and geometric analysis
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