Geodesic
Estimates of the derivatives, with respect to the initial data, of the expectation of a~solution of a~stochastic equation on a~manifold
Izvestiya. Mathematics , Tome 32 (1989) no. 1, pp. 167-189

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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. 
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     author = {G. V. Nosovskii},
     title = {Estimates of the derivatives, with respect to the initial data, of the expectation of a~solution of a~stochastic equation on a~manifold},
     journal = {Izvestiya. Mathematics },
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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. Izvestiya. Mathematics , Tome 32 (1989) no. 1, pp. 167-189. http://geodesic.mathdoc.fr/item/IM2_1989_32_1_a8/