Browse by: Author name - Classification - Keywords - Nature

4 matches found
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 semigroup
Nature: 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