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Conditioning and initial enlargement of filtration on a Riemannian manifold

Authors
  • Baudoin, Fabrice
Type
Published Article
Publication Date
Oct 05, 2004
Submission Date
Oct 05, 2004
Identifiers
DOI: 10.1214/009117904000000126
arXiv ID: math/0410116
Source
arXiv
License
Unknown
External links

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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