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arXiv · 2207.08285

Stochastic integration in Riemannian manifolds from a functional-analytic point of view

Alexandru Mustăţea
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Abstract

This article presents a construction of the concept of stochastic integration in Riemannian manifolds from a purely functional-analytic point of view. We show that there are infinitely many such integrals, and that any two of them are related by a simple formula. We also find that the Stratonovich and It\^o integrals known to probability theorists are two instances of the general concept constructed herein.

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BibTeXRIS

Alexandru Mustăţea. 2022-07-17. Stochastic integration in Riemannian manifolds from a functional-analytic point of view. https://doi.org/10.1016/j.jfa.2023.109915

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