Geometric stochastic analysis on path spaces

MaRDI QIDQ5491003zbMATH OpenFDO

Authors Xue-Mei Li, K. D. Elworthy

Publication date 26 September 2006

Full work available at URL https://arxiv.org/abs/1911.09764

zbMATH Keywords

abstract Wiener spacesconnectionde Rham cohomologydifferential formsHodge-Kodaira theoryinfinite dimensionsMalliavin calculuspath spaceSobolev spacesstochastic differential equations

Mathematics Subject Classification ID

Sub-Riemannian geometry (53C17) Hodge theory in global analysis (58A14) Differentiability questions for infinite-dimensional manifolds (58B10) Fredholm structures on infinite-dimensional manifolds (58B15) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths of finite energy. An introduction describes the background for paths on ${mathbbR}^m$ and Malliavin calculus. For manifold valued paths the approach is to use `It^o' maps of suitable stochastic differential equations as charts . `Suitability' involves the connection determined by the stochastic differential equation. Some fundamental open problems concerning the calculus and the resulting `Laplacian' are described. A theory for more general diffusion measures is also briefly indicated. The same method is applied as an approach to getting over the fundamental difficulty of defining exterior differentiation as a closed operator, with success for one & two forms leading to a Hodge -Kodaira operator and decomposition for such forms. Finally there is a brief description of some related results for loop spaces.

Recommendations

• An \(L^{2}\) theory for differential forms on path spaces. I
• The Stochastic Differential Equation Approach to Analysis on Path Space
• scientific article; zbMATH DE number 1388190
• scientific article; zbMATH DE number 774053
• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus

Cited in

(18)

• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
• Renormalized differential geometry on path space: Structural equation, curvature
• The vanishing of \(L^2\) harmonic one-forms on based path spaces
• Geometric rough paths on infinite dimensional spaces
• Itô maps and analysis on path spaces
• Momentum maps and stochastic Clebsch action principles
• An \(L^{2}\) theory for differential forms on path spaces. I
• Special Itô maps and an L^2 Hodge theory
• Path distributions on sequence spaces
• Stochastic analysis on manifolds
• Intertwining and the Markov uniqueness problem on path spaces
• Aspects of stochastic global analysis
• scientific article; zbMATH DE number 709490 (Why is no real title available?)
• scientific article; zbMATH DE number 774053 (Why is no real title available?)
• scientific article; zbMATH DE number 1388190 (Why is no real title available?)
• Stochastic flows and geometric analysis on path spaces
• Variational Principles on Geometric Rough Paths and the Lévy Area Correction
• Hessian formulas and estimates for parabolic Schrödinger operators

This page was built for publication: Geometric stochastic analysis on path spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5491003)