Finite dimensional approximation of Riemannian path space geometry.

DOI10.1016/S0022-1236(02)00095-2MaRDI QIDQ1421846zbMATH OpenOpenAlexFDO

Authors Ana Bela Cruzeiro, Xicheng Zhang

Publication date 3 February 2004

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0022-1236(02)00095-2

zbMATH Keywords

finite dimensional approximationsheat semigrouphorizontal liftintegration by partsinterwinning formulaMarkovian connectionOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Manifolds of mappings (58D15) Diffusion processes and stochastic analysis on manifolds (58J65)

Review text

The paper deals with the geometry of path space over a compact Riemannian manifold. The Riemannian geometry of this space in known to have many complicated features and difficulties, partly overcome previously by introducing the called Markovian connection (Riemannian with non-zero torsion). Here the authors construct a finite-dimensional approximation for path space based on finite partitions of the time interval that allows one to determine the horizontal lift of the Ornstein-Uhlenbeck processes through the Markovian connection as well as to prove a representation formula for the heat semigroup on adapted vector fields and a communication formula for its derivative.

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Cited in

(8)

• A probabilistic Weitzenböck formula on Riemannian path space
• Stochastic calculus of variations and Harnack inequality on Riemannian path spaces
• Approximation schemes for path integration on Riemannian manifolds
• An approximation to Wiener measure and quantization of the Hamiltonian on manifolds with non-positive sectional curvature
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• scientific article; zbMATH DE number 2226668 (Why is no real title available?)
• Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space
• On the piecewise geodesic approximation of Andersson and Driver

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