A remark on Kunita's decomposition theorem

DOI10.1016/0304-4149(90)90123-AzbMath0701.60053MaRDI QIDQ914250

Joseph C. Watkins

Publication date: 1990

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

zbMATH Keywords

Lie groupcontinuous semimartingalesarbitrary semimartingaleslinear stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cites Work

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• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Decomposition of differential equations
• Semi-Groups of Measures on Lie Groups
• Brownian motions on the $3$-dimensional rotation group
• Stochastic differential equations and Nilpotent Lie algebras
• [https://portal.mardi4nfdi.de/wiki/Publication:4121258 Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques]

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