Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Arnold, L: A formula connecting sample and moment stability of linear stochastic systems. SIAM J.-App. Math.44, p. 793–802 (1984).
Elworthy, K.D: Stochastic Differential Equations on Manifolds. Cambridge University Press, Cambridge: 1982.
Elworthy, K.D: Stochastic flows on Riemannian manifolds. In: Diffusion Processes and Related Problems in Analysis, vol. II (M.A. Pinsky and V. Wihstutz, eds), p. 37–72. Progress in Probabilityno 27. Birkhaüser (1992).
Elworthy, K.D: Geometric aspects of diffusions on manifolds. In: Ecole d'Eté de Probabilités de Saint-Flour, XV–XVII, 1985–1987 (P.L. Hennequin, ed.), p. 276–425. Lecture Notes in Maths.no 1362, Springer (1987).
Elworthy, K.D: Stochastic Differential Geometry. Tables Rondes de St Chéron (Janvier 1992). Bull. Sci. Maths. (1993).
Elworthy, K.D, Rosenberg S: Generalized Bochner theorems and the spectrum of complete manifolds. Acta. App. Math.12, p. 1–33 (1988).
Elworthy, K.D, Rosenberg S: Manifolds with wells of negative curvature Invent. Math., vol. 103, p. 471–495 (1991).
Goldberg, S.I: Curvature and Homology. Academic Press, 1962.
Jacod J, Yor, M: Etude des solutions extrémales, et représentation intégrale des solutions pour certains problèmes de martingales. Zeit. für Wahr.38, 1977, p. 83–125.
Kusuoka, S: Degree theorem in certain Wiener Riemannian manifolds. In: Stochastic Analysis; Proceedings, Paris 1987. (Métivier, S. Watanabe, eds), p. 93–108. Lecture Notes in Maths. 1322. Springer (1988).
Kobayashi, S, Nomizu, K: Foundations of Differential Geometry. Vol. II. Interscience, J. Wiley and Sons (1969).
Li (Xue-mei): Stochastic flows on non-compact manifolds. Ph. D. Thesis. Warwick University (1992).
Price, G.C, Williams, D: Rolling with "slipping", I. Sém. de Probabilités XVII, Lect. Notes in Maths. 986, p. 194–197. Springer (1983).
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1993 Springer-Verlag
About this paper
Cite this paper
Elworthy, K.D., Yor, M. (1993). Conditional expectations for derivatives of certain stochastic flows. In: Séminaire de Probabilités XXVII. Lecture Notes in Mathematics, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087972
Download citation
DOI: https://doi.org/10.1007/BFb0087972
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-57282-4
Online ISBN: 978-3-540-48034-1
eBook Packages: Springer Book Archive