Pinned Brownian motion and its perturbations (Q1915394)
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English | Pinned Brownian motion and its perturbations |
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Pinned Brownian motion and its perturbations (English)
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16 June 1996
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The authors start with a construction of pinned Brownian motion on frame bundles and its properties. The perturbation procedure is created following the ideas developed by the authors in [J. Funct. Anal. 134, No. 2, 392-416 (1995; Zbl 0847.58080)] with serious modifications in order to cover the case under consideration. All this allows the authors to prove an integration by parts formula.
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pinned Brownian motion
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frame bundles
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integration by parts
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