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Conditioning and initial enlargement of filtration on a Riemannian manifold

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Type
Published Article
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Submission Date
Identifiers
DOI: 10.1214/009117904000000126
arXiv ID: math/0410116
Source
arXiv
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Unknown
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Abstract

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.

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