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S eminaire de Probabilit es, XXXII, 188{214. Lecture Notes in Mathematics 1686,
 

Summary: Seminaire de Probabilites, XXXII, 188{214.
Lecture Notes in Mathematics 1686,
Springer: Berlin, 1998.
Stability of stochastic di erential equations in manifolds
Marc Arnaudon
Institut de Recherche Mathematique Avancee
Universite Louis Pasteur et CNRS
7, rue Rene Descartes
F{67084 Strasbourg Cedex
France
arnaudon@math.u-strasbg.fr
Anton Thalmaier
Naturwissenschaftliche Fakultat I { Mathematik
Universitat Regensburg
D{93040 Regensburg
Germany
anton.thalmaier@mathematik.uni-regensburg.de
Abstract. |We extend the so-called topology of semimartingales to continuous
semimartingales with values in a manifold and with lifetime, and prove that if the
manifold is endowed with a connection r then this topology and the topology of

  

Source: Arnaudon, Marc - Département de mathématiques, Université de Poitiers
Thalmaier, Anton - Laboratoire de Mathématiques, Université du Luxembourg

 

Collections: Mathematics