Stochastic integration in Riemannian manifolds from a functional-analytic point of view

被引：1

作者：

Mustatea, Alexandru ^{[1
]}

机构：

[1] Romanian Acad, Simion Stoilow Inst Math, POB 1-764, RO-014700 Bucharest, Romania

来源：

JOURNAL OF FUNCTIONAL ANALYSIS | 2023年 / 284卷 / 12期

关键词：

Stochastic integral; It? integral; Stratonovich integral; Riemannian manifold; FORMS;

D O I：

10.1016/j.jfa.2023.109915

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This article presents a construction of the concept of stochastic integration in Riemannian manifolds from a purely functional-analytic point of view. We show that there are infinitely many such integrals, and that any two of them are related by a simple formula. We also find that the Stratonovich and Ito integrals known to probability theorists are two instances of the general concept constructed herein.(c) 2023 Elsevier Inc. All rights reserved.

引用

页数：38

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