Stratonovich covariant differential equation with jumps

DOI10.1016/j.spa.2006.04.011zbMath1107.58013OpenAlexW2038172650WikidataQ115341182 ScholiaQ115341182MaRDI QIDQ860703

Laurence Maillard-Teyssier

Publication date: 9 January 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.04.011

zbMATH Keywords

connectionsjump processestangent bundleStratonovich calculuscovariant derivativestochastic differential equations on manifolds

Mathematics Subject Classification ID

Related Items (1)

Solving system of linear Stratonovich Volterra integral equations via modification of hat functions

Cites Work

• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Géométrie différentielle stochastique avec sauts 1
• Géométrie différentielle stochastique avec salts 2: discrétisation et applications des eds avec sacutes
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