On forward stochastic integrals over the loop space

DOI10.1081/SAP-120002429MaRDI QIDQ4542852zbMATH OpenFDO

Authors S. Tindel

Publication date 1 January 2003

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAP-120002429

zbMATH Keywords

forward integralloop spaceSkorokhod integralsubstitution formula

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites work

• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Forward, backward and symmetric stochastic integration
• Ito formula for C^ 1-functions of semimartingales
• Large deviations and the Malliavin calculus
• Logarithmic Sobolev inequalities on loop groups
• Some estimates of the transition density of a nondegenerate diffusion Markov process
• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
• Stochastic anticipative calculus on the path space over a compact Riemannian manifold
• Stochastic parabolic equations with anticipative initial condition
• The generalized covariation process and Itô formula

Cited in

(2)

• scientific article; zbMATH DE number 1344965 (Why is no real title available?)
• scientific article; zbMATH DE number 1047468 (Why is no real title available?)

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