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XVII: 21, 194-197, LNM 986 (1983)
PRICE, Gareth C.; WILLIAMS, David
Rolling with `slipping': I (Stochastic calculus, Stochastic differential geometry)
If $Z$ and $\tilde Z$ are two Brownian motions on the unit sphere for the filtration of $Z$, there differentials $\partial Y=(\partial Z) \times Z$ (Stratonovich differentials and vector product) and $\partial\tilde Y$ (similarly defined) are related by $d\tilde Y = H dY$, where $H$ is a previsible, orthogonal transformation such that $HZ=\tilde Z$
Keywords: Brownian motion in a manifold, Previsible representation
Nature: Original
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