Projections of SDEs onto submanifolds
In Armstrong et al. (Proc Lond Math Soc (3) 119(1):176–213, 2019) the authors define three projections of ℝ𝑑-valued stochastic differential equations (SDEs) onto submanifolds: the Stratonovich, Itô-vector and Itô-jet projections. In this paper, after a brief survey of SDEs on manifolds, we begin by...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Springer
2023
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