Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds (Q1306269)

From MaRDI portal
Revision as of 14:25, 18 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
scientific article

    Statements

    Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds (English)
    0 references
    0 references
    0 references
    17 July 2000
    0 references
    The authors study the three types of gradient operators of stochastic analysis on Riemannian manifolds in the Gaussian measure setting [see also \textit{S. Fang} and \textit{P. Malliavin}, J. Funct. Anal. 118, No. 1, 249-274 (1993; Zbl 0798.58080)] and in the Poisson measure setting. They obtain explicit formulas linking the gradients by explicit calculations using the Fock gradient and divergence of the flat case. Their method shows that the difficulties of stochastic calculus on manifolds are similar to those of the Poisson case. The anticipating integral on manifolds is also treated [see also \textit{S. Fang}, J. Funct. Anal. 131, No. 1, 228-253 (1995; Zbl 0847.58081)].
    0 references
    stochastic calculus of variations
    0 references
    Brownian motion
    0 references
    random measures
    0 references
    Riemannian manifolds
    0 references

    Identifiers