| Título: | Geometry of Stochastic Delay Differential Equations |
| Autores: |
Catuogno, Pedro José; Universidade Estadual de Campinas, Brazil Ruffino, Paulo R. C.; Universidade Estadual de Campinas, Brazil |
| Fecha: | 2005-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | Stochastic delay differential equations (SDDE) on a manifold $M$ depend intrinsically on a connection $\nabla$ in this space. The main geometric result in this notes concerns the horizontal lift of solutions of SDDE on a manifold $M$ to an SDDE in the frame bundle $BM$, hence the lifted equation should come together with the prolonged horizontal connection $\nabla^H$ on $BM$. We show that every horizontal semimartingale can be represented as a solution of an SDDE. |
| Idioma: | No aplica |
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