Stochastic differential equations driven by loops
Probability
2014-02-21 v1
Abstract
We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existence and smoothness for the density.
Cite
@article{arxiv.1402.5118,
title = {Stochastic differential equations driven by loops},
author = {Fabrice Baudoin},
journal= {arXiv preprint arXiv:1402.5118},
year = {2014}
}
Comments
Some of the results have been announced in the CRAS note, "Equations differentielles stochastiques conduites par des lacets dans les groupes de Carnot." C. R. Math. Acad. Sci. Paris 338 (2004), no. 9, 719-722