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Geometry of Stochastic Delay Differential Equations


 
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1. Title Title of document Geometry of Stochastic Delay Differential Equations
 
2. Creator Author's name, affiliation, country Pedro José Catuogno; Universidade Estadual de Campinas, Brazil
 
2. Creator Author's name, affiliation, country Paulo R. C. Ruffino; Universidade Estadual de Campinas, Brazil
 
3. Subject Discipline(s)
 
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4. Description Abstract Stochastic delay differential equations (SDDE) on a manifold $M$ depend intrinsically on a connection $\nabla$ in this space. The main geometric result in this notes concerns the horizontal lift of solutions of SDDE on a manifold $M$ to an SDDE in the frame bundle $BM$, hence the lifted equation should come together with the prolonged horizontal connection $\nabla^H$ on $BM$. We show that every horizontal semimartingale can be represented as a solution of an SDDE.
 
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7. Date (YYYY-MM-DD) 2005-09-07
 
8. Type Status & genre Peer-reviewed Article
 
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9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1151
 
10. Identifier Digital Object Identifier 10.1214/ECP.v10-1151
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 10
 
12. Language English=en
 
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