@article{SPS_1983__17__198_0,
author = {Karandikar, Rajeeva L.},
title = {Girsanov type formula for a Lie group valued brownian motion},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
volume = {17},
year = {1983},
pages = {198-204},
mrnumber = {770412},
zbl = {0507.60032},
language = {en},
url = {http://dml.mathdoc.fr/item/SPS_1983__17__198_0}
}
Karandikar, Rajeeva L. Girsanov type formula for a Lie group valued brownian motion. Séminaire de probabilités de Strasbourg, Tome 17 (1983) pp. 198-204. http://gdmltest.u-ga.fr/item/SPS_1983__17__198_0/
[1] ). Integrates stochastiques multiplicatives et construction de diffusions sur un groupe de Lie. Bull. Soc. M. France, 100, 1976, p. 175-191 | MR 517986 | Zbl 0337.60052
[2] ) and ). Introduction to stochastic differential equations. Proc. Intern. Symp. S.D.E. Kyoto, 1976. Kinokuniya publ. Tokyo. | Zbl 0405.60058
[3] ). A.s. approximation results for multiplicative stochastic integrals. Sém. Prob. XVI, p. 384-391. Lecture Notes in M. n° 920, Springer-Verlag 1982. | Numdam | MR 658700 | Zbl 0502.60042
[4] ). Multiplicative decomposition of non singular matrix valued continuous semimartingales. Ann. Prob., to appear. | MR 672313 | Zbl 0505.60069
[5] ). Pathwise stochastic calculus of continuous semimartingales. Ph.D. Thesis, Indian Statistical Institute, 1981. | MR 666376