G. V. Nosovskii, “Estimates of the derivatives, with respect to the initial data, of the expectation of a solution of a stochastic equation on a manifold”, Izv. Akad. Nauk SSSR Ser. Mat., 1988, Volume 52, Issue 1,Pages <nobr>164

Estimates of the derivatives, with respect to the initial data, of the expectation of a solution of a stochastic equation on a manifold

G. V. Nosovskii

Abstract: The author obtains estimates of the first two derivatives, with respect to the initial data, of the solution of a stochastic differential equation given on a smooth Riemannian manifold $M$. The case where $M$ is a nonsingular surface in a Riemannian space is studied separately.
Bibliography: 11 titles.

UDC: 519.2

MSC: Primary 60H10, 53C20; Secondary 34F05, 60H05, 34A10, 60J60, 53B21

Received: 29.01.1986