Conditioning and initial enlargement of filtration on a Riemannian manifold

Annals of Probability

Volumn 32, Issue 3 A, 2004, Pages 2286-2303

  Baudoin, Fabrice ^a,b  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Conditioned stochastic differential equations; Diffusions on manifolds; Initial enlargement of filtration; Malliavin Bismut calculus of variations

Indexed keywords

EID: 4544245457     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117904000000126     Document Type: Article

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