Conditioning and initial enlargement of filtration on a Riemannian manifold
Baudoin, Fabrice
Ann. Probab., Tome 32 (2004) no. 1A, p. 2286-2303 / Harvested from Project Euclid
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We extend to Riemannian manifolds the theory of conditioned stochastic differential equations. We also provide some enlargement formulas for the Brownian filtration in this nonflat setting.
Publié le : 2004-07-14
Classification:  Conditioned stochastic differential equations,  diffusions on manifolds,  initial enlargement of filtration,  Malliavin–Bismut calculus of variations,  58G32,  60J60,  60H10 
@article{1089808426,
     author = {Baudoin, Fabrice},
     title = {Conditioning and initial enlargement of filtration on a Riemannian manifold},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 2286-2303},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1089808426}
}

Baudoin, Fabrice. Conditioning and initial enlargement of filtration on a Riemannian manifold. Ann. Probab., Tome 32 (2004) no. 1A, pp.  2286-2303. http://gdmltest.u-ga.fr/item/1089808426/