Conference on Probability and Geometry

Institut Elie Cartan

 Universite' Henri Poincare' Nancy 1

Nancy, France,  September 22, 1999; 11:20am

The talk is titled ``Stochastic Functional Differential Equations on Manifolds".


We prove an existence theorem for solutions of stochastic functional differential equations under smooth constraints in Euclidean space.  The initial states are semimartingales on a compact Riemannian manifold. It is shown that, under suitable regularity hypotheses on the coefficients,  and given an initial semimartingale, a sfde on a compact manifold admits a unique solution living on the manifold for all time. We also discuss the Chen-Souriau regularity of the solution of the sfde in the initial process. The results are joint work with Remi Leandre.


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  • Institut de Mathématiques Élie Cartan,  Universite' Henri Poincare' Nancy 1, Nancy, France

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    October 11, 1999.