A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold (Q1207134): Difference between revisions

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Revision as of 02:32, 5 March 2024

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A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
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    A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold (English)
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    2 May 1993
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    Cameron-Martin theorem
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    Radon-Nikodym derivative
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    compact manifold without boundary
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    Riemannian metric
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    Wiener measure
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    stochastic parallel translation
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    integration by parts formula
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