paper

A note on stochastic calculus in vector bundles

arXiv:1112.4996

Abstract

The aim of these notes is to relate covariant stochastic integration in a vector bundle (as in Norris \cite{Norris}) with the usual Stratonovich calculus via the connector $\K:TE \rightarrow E$ (cf. e.g. Paterson \cite{Paterson} or Poor \cite{Poor}) which carries the connection dependence.

11 pages