XXVI: 10, 113-126, LNM 1526 (1992)
TAYLOR, John C.
Skew products, regular conditional probabilities and stochastic differential equations: a technical remark (
Stochastic calculus,
Stochastic differential geometry)
This is a detailed study of the transfer principle (the solution to a Stratonovich stochastic differential equations can be pathwise obtained from the driving semimartingale by solving the corresponding ordinary differential equation) in the case of an equation where the solution of another equation plays the role of a parameter
Comment: The term ``transfer principle'' was coined by Malliavin,
Géométrie Différentielle Stochastique, Presses de l'Université de Montréal (1978); see also Bismut,
Principes de Mécanique Aléatoire (1981)
Keywords: Transfer principle,
Stochastic differential equations,
Stratonovich integralsNature: Original
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