4 matches found
: 11, 101-130, LNM 1204 (1986)NORRIS, James R.
Simplified Malliavin calculus Retrieve article from Numdam
: 27, 271-315, LNM 1321 (1988)NORRIS, James R.
Integration by parts for jump processes Retrieve article from Numdam
: 18, 189-209, LNM 1526 (1992)NORRIS, James R.
A complete differential formalism for stochastic calculus in manifolds
(Stochastic differential geometry
The use of equivariant coordinates in stochastic differential geometry is replaced here by an equivalent, but intrinsic, formalism, where the differential of a semimartingale lives in the tangent bundle. Simple, intrinsic Girsanov and Feynman-Kac formulas are given, as well as a nice construction of a Brownian motion in a manifold admitting a Riemannian submersion with totally geodesic fibresKeywords: Semimartingales in manifolds
, Stochastic integrals
, Feynman-Kac formula
, Changes of measure
, Heat semigroupNature: Original Retrieve article from Numdam
: 02, 16-23, LNM 1655 (1997)LÉANDRE, Rémi
; NORRIS, James R.
Integration by parts and Cameron-Martin formulae for the free path space of a compact Riemannian manifold Retrieve article from Numdam