Conditioning and initial enlargement of filtration on a Riemannian manifold

• 成果类型: Article
• 署名作者: Baudoin, F
• 署名单位: Universite de Toulouse; Universite Toulouse III - Paul Sabatier
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000126
• 发表日期: 2004
• 页码: 2286-2303
• 关键词: atiyah-singer theorems; probabilistic approach

摘要

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.