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

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.
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