Integration by parts for pinned Brownian motion (Q1902211)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration by parts for pinned Brownian motion |
scientific article |
Statements
Integration by parts for pinned Brownian motion (English)
0 references
16 November 1995
0 references
The paper presents a new scheme for developing an integration by parts formula on the space of pinned Brownian paths on a manifold. An alternative scheme was earlier suggested by Driver. The authors' opinion is that, perhaps, their version is slightly sharper and a little more readily applicable.
0 references
Riemannian manifolds
0 references
integration by parts
0 references
pinned Brownian paths
0 references
