Stochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré disk

DOI10.1016/J.JFA.2008.03.011MaRDI QIDQ1004366zbMATH OpenOpenAlexFDO

Authors Paul Malliavin, Ana Bela Cruzeiro

Publication date 3 March 2009

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

Full work available at URL https://doi.org/10.1016/j.jfa.2008.03.011

zbMATH Keywords

Malliavin Calculus in complex geometryunitarizing measure

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1665390 (Why is no real title available?)
• scientific article; zbMATH DE number 3508894 (Why is no real title available?)
• Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Large deviations and the Malliavin calculus
• Non perturbative construction of invariant measure through confinement by curvature
• Renormalized differential geometry on path space: Structural equation, curvature
• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus

Cited in

(5)

• Identities for vector fields in the infinitesimal representation of the symplectic group into the Siegel disk of complex symmetric matrices
• Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures
• Ornstein-Uhlenbeck operators and unitarizing measures in the Poincaré disk
• Lifted infinitesimal holomorphic representation for the \(n\)-dimensional complex hyperbolic ball and for Cartan domains of type I
• Ornstein-Uhlenbeck operators and holomorphic representations for a class of bounded symmetric domains

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