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Ito, Stratonovich and Geometry | IEEE Conference Publication | IEEE Xplore

Ito, Stratonovich and Geometry


Abstract:

We revisit the impact of geometry on the evolution of stochastic differential equations in embedded Riemannian manifolds. We decompose the Ito-Stratonovich drift adjustme...Show More

Abstract:

We revisit the impact of geometry on the evolution of stochastic differential equations in embedded Riemannian manifolds. We decompose the Ito-Stratonovich drift adjustment into a projection onto the normal space, a 'pinning' drift that keeps the process on the manifold and a tangential component. By means of some robotics examples we show how a loss of measurement information changes the drift adjustment so that an Ito-Stratonovich equivalence can be lost.
Date of Conference: 11-13 December 2019
Date Added to IEEE Xplore: 12 March 2020
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Conference Location: Nice, France

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