论文标题

从功能分析的角度来看,里曼尼亚歧管中的随机整合

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

论文作者

Mustăţea, Alexandru

论文摘要

本文介绍了从纯粹的功能分析的角度来看,在里曼尼语流形中的随机整合概念的结构。我们表明,有许多这样的积分,并且其中任何两个都是通过简单公式关联的。我们还发现,概率理论家已知的Stratonovich和Itô积分是本文构建的一般概念的两个实例。

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 Itô integrals known to probability theorists are two instances of the general concept constructed herein.

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