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| HAL : hal-00145073, version 1 |
| Fiche détaillée |  Récupérer au format |
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| An Invitation to Second-Order Stochastic Differential Geometry |
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| Michel Emery 1 |
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| (08/05/2005) |
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| These lectures given at the Dimitsana Summer School in July 2005 provide an introduction to second-order differential geometry and its use for intrinsic stochastic calculus in differentiable manifolds. This language, due to L. Schwartz and P.A. Meyer, allows an intrinsic description of semimartingales, stochastic integrals and stochastic differential equations in manifolds. Two first-order calculi arise as particular instances of this point of view: the well known intrinsic Stratonovich calculus and the less familiar intrinsic Itô calculus in manifolds. |
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| 1 : | Institut de Recherche Mathématique Avancée (IRMA) |
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CNRS : UMR7501 – Université Louis Pasteur - Strasbourg I |
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| Domaine | : | Mathématiques/Probabilités Mathématiques/Géométrie différentielle |
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| Stochastic differential geometry – Second-order differential geometry – Stochastic calculus in manifolds |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00145073, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00145073/fr/ | |
| oai:hal.archives-ouvertes.fr:hal-00145073_v1 | |
| Contributeur : Michel Emery | |
| Soumis le : Mardi 8 Mai 2007, 11:58:46 | |
| Dernière modification le : Mardi 8 Mai 2007, 20:56:59 | |
