XX: 11, 101-130, LNM 1204 (1986)
NORRIS, James R.
Simplified Malliavin calculus
Retrieve article from Numdam
XXII: 27, 271-315, LNM 1321 (1988)
NORRIS, James R.
Integration by parts for jump processes Retrieve article from Numdam
XXVI: 18, 189-209, LNM 1526 (1992)
NORRIS, James R.
A complete differential formalism for stochastic calculus in manifolds (
Stochastic differential geometry)
The use of equivariant coordinates in stochastic differential geometry is replaced here by an equivalent, but intrinsic, formalism, where the differential of a semimartingale lives in the tangent bundle. Simple, intrinsic Girsanov and Feynman-Kac formulas are given, as well as a nice construction of a Brownian motion in a manifold admitting a Riemannian submersion with totally geodesic fibres
Keywords: Semimartingales in manifolds,
Stochastic integrals,
Feynman-Kac formula,
Changes of measure,
Heat semigroupNature: Original Retrieve article from Numdam
XXXI: 02, 16-23, LNM 1655 (1997)
LÉANDRE, Rémi;
NORRIS, James R.
Integration by parts and Cameron-Martin formulae for the free path space of a compact Riemannian manifold Retrieve article from Numdam
