Stochastic differential equations driven by loops in Carnot groups

被引：3

作者：

Baudoin, F ^{[1
]}

机构：

[1] Univ Toulouse 3, Lab Probabil & Stat, F-31062 Toulouse 4, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2004年 / 338卷 / 09期

关键词：

D O I：

10.1016/j.crma.2004.02.016

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The subriemannian geometry of stochastic differential equations driven by processes generating loops in free Carnot groups are studied. (C) 2004 Academie des sciences. Publie par Elsevier SAS. Tous droits reserves.

引用

下载

页码：719 / 722

页数：4

共 50 条

[31] LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS
谢鹏
Acta Mathematica Scientia, 2005, (04) : 639 - 646
[32] OPTIMAL SIMULATION SCHEMES FOR LEVY DRIVEN STOCHASTIC DIFFERENTIAL EQUATIONS
Kohatsu-Higa, Arturo
Ortiz-Latorre, Salvador
Tankov, Peter
MATHEMATICS OF COMPUTATION, 2014, 83 (289) : 2293 - 2324
[33] STRATONOVICH STOCHASTIC DIFFERENTIAL-EQUATIONS DRIVEN BY GENERAL SEMIMARTINGALES
KURTZ, TG
PARDOUX, E
PROTTER, P
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1995, 31 (02): : 351 - 377
[34] Limit theorem for stochastic differential equations driven by semimartingales in manifolds
Xie, P
ACTA MATHEMATICA SCIENTIA, 2005, 25 (04) : 639 - 646
[35] STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY PURELY SPATIAL NOISE
Lototsky, Sergey V.
Rozovskii, Boris L.
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2009, 41 (04) : 1295 - 1322
[36] Fuzzy stochastic differential equations driven by fractional Brownian motion
Hossein Jafari
Marek T. Malinowski
M. J. Ebadi
Advances in Difference Equations, 2021
[37] ASYMPTOTIC STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY LEVY NOISE
Applebaum, David
Siakalli, Michailina
JOURNAL OF APPLIED PROBABILITY, 2009, 46 (04) : 1116 - 1129
[38] The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes
da Silva, Jose Luis
Erraoui, Mohamed
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (19-20) : 3465 - 3478
[39] Ergodicity of stochastic differential equations driven by fractional Brownian motion
Hairer, M
ANNALS OF PROBABILITY, 2005, 33 (02): : 703 - 758
[40] Lyapunov exponents of stochastic differential equations driven by Levy processes
Qiao, Huijie
Duan, Jinqiao
DYNAMICAL SYSTEMS-AN INTERNATIONAL JOURNAL, 2016, 31 (02): : 136 - 150

← 1 2 3 4 5 →