Brownian motion in infinite dimensional manifolds

DOI10.1007/BF01442210MaRDI QIDQ1067285zbMATH OpenOpenAlexFDO

Authors M. Ann. Piech

Publication date 1985

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01442210

zbMATH Keywords

Brownian motioncentral hitting measureinfinite dimensional Riemannian-Wiener manifoldsLaplace-Beltrami operator

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Brownian motion (60J65)

Recommendations

• Brownian motion on a manifold as a limit of Brownian motions with drift
• scientific article; zbMATH DE number 16691
• Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry
• Brownian motion in Riemannian admissible complexes
• scientific article; zbMATH DE number 953293

Cites work

• A limit theorem for perturbed operator semigroups with applications to random evolutions
• Can you feel the shape of a manifold with Brownian motion?
• Construction of the Brownian motion and the Ornstein-Uhlenbeck process in a Riemannian manifold on basis of the Gangolli-Mc.Kean injection scheme
• Diffusion and Brownian Motion on Infinite-Dimensional Manifolds
• Expansions of Vectors in a Banach Space Related to Gaussian Measures
• scientific article; zbMATH DE number 3299219 (Why is no real title available?)
• Isotropic Transport Process on a Riemannian Manifold
• Note on product formulas for operator semigroups
• On nonlinear transformations of Gaussian measures
• On the bundle of connections and the gauge orbit manifold in Yang-Mills theory
• On the heat kernel of a complete Riemannian manifold
• Potential theory on Hilbert space
• Regularized, continuum Yang-Mills process and Feynman-Kac functional integral
• The central limit problem for geodesic random walks
• The exterior algebra for Wiemann manifolds

Cited in

(6)

• Brownian motion on an embedded manifold as the limit of Brownian motions with reflection in its tubular neighborhoods.
• Brownian motion in Riemannian admissible complexes
• scientific article; zbMATH DE number 5082695 (Why is no real title available?)
• scientific article; zbMATH DE number 3928047 (Why is no real title available?)
• scientific article; zbMATH DE number 3928052 (Why is no real title available?)
• scientific article; zbMATH DE number 4042981 (Why is no real title available?)

This page was built for publication: Brownian motion in infinite dimensional manifolds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1067285)