Stochastic anticipative calculus on the path space over a compact Riemannian manifold

DOI10.1016/S0021-7824(98)80070-6zbMath0908.60047OpenAlexW2061962338WikidataQ115340555 ScholiaQ115340555MaRDI QIDQ1128300

Shizan Fang

Publication date: 2 March 1999

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0021-7824(98)80070-6

zbMATH Keywords

path spacemaximal inequalityanticipative integrals

Mathematics Subject Classification ID

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

Related Items (5)

On forward stochastic integrals over the loop space ⋮ An \(L^{2}\) theory for differential forms on path spaces. I ⋮ Weak Levi-Civita connection for the damped metric on the Riemannian path space and vanishing of Ricci tensor in adapted differential geometry ⋮ A probabilistic Weitzenböck formula on Riemannian path space ⋮ Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds

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