Stochastic differential equations driven by loops

Fabrice Baudoin

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arXiv · 1402.5118

Stochastic differential equations driven by loops

Fabrice Baudoin

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Abstract

We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existence and smoothness for the density.

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BibTeX RIS

Fabrice Baudoin. 2014-02-20. Stochastic differential equations driven by loops. https://arxiv.org/abs/1402.5118

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