XVI: 34, 384-391, LNM 920 (1982)
KARANDIKAR, Rajeeva L.
A.s. approximation results for multiplicative stochastic integrals
Retrieve article from Numdam
XVII: 22, 198-204, LNM 986 (1983)
KARANDIKAR, Rajeeva L.
Girsanov type formula for a Lie group valued Brownian motion (
Brownian motion,
Stochastic differential geometry)
A formula for the change of measure of a Lie group valued Brownian motion is stated and proved. It needs a Borel correspondence between paths in the Lie algebra and paths in the group, that transforms all (continuous) semimartingales in the algebra into their stochastic exponential
Comment: For more on stochastic exponentials in Lie groups, see Hakim-Dowek-Lépingle
2023 and Arnaudon
2612Keywords: Changes of measure,
Brownian motion in a manifold,
Lie groupNature: Original Retrieve article from Numdam
XXV: 12, 113-120, LNM 1485 (1991)
KARANDIKAR, Rajeeva L.
On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale Retrieve article from Numdam
XXV: 21, 262-269, LNM 1485 (1991)
KARANDIKAR, Rajeeva L.
Multiplicative decomposition of nonsingular matrix valued semimartingales Retrieve article from Numdam
XXXIX: 06, 137-147, LNM 1874 (2006)
KARANDIKAR, Rajeeva L.
On almost sure convergence results in stochastic calculus
