Conditioning and initial enlargement of filtration on a Riemannian manifold

• Fabrice Baudoin ^[1]
  1. [1] Paul Sabatier University

     Paul Sabatier University

     Arrondissement de Toulouse, Francia

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 3, 1, 2004, págs. 2286-2303
• Idioma: inglés
• DOI: 10.1214/009117904000000126
• Texto completo no disponible (Saber más ...)
• Resumen

  • We extend to Riemannian manifolds the theory of conditioned stochastic differential equations. We also provide some enlargement formulas for the Brownian filtration in this nonflat setting.