Duncan, T. E. - In: Journal of Multivariate Analysis 6 (1976) 3, pp. 397-413
Stochastic integrals are constructed with values in a compact Riemann manifold from a continuous martingale integrator that is given in the tangent space of the initial point of the stochastic integral and from a stochastic tensor field of linear endomorphisms of the tangent bundle. The...