Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/71271
Type: Artigo de periódico
Title: Second order connections and stochastic horizontal lifts
Author: Catuogno, P
Abstract: In this paper we develop a theory of second order connections with a view towards the associated stochastic calculus. Connections in principal fiber bundles are defined as sections of the tangent space of second order differential operators. We prove existence and uniqueness of stochastic horizontal lifts for semimartingales with respect to these connections. Finally, the parallel transport along semimartingales on the base space is studied. (c) 2005 Elsevier B.V. All rights reserved.
Subject: Schwartz geometry
theory of connections
stochastic calculus
Country: Holanda
Editor: Elsevier Science Bv
Rights: fechado
Identifier DOI: 10.1016/j.geomphys.2005.09.002
Date Issue: 2006
Appears in Collections:Unicamp - Artigos e Outros Documentos

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