Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds

DOI10.1006/JFAN.1999.3440zbMATH Open0940.58023OpenAlexW1970998421MaRDI QIDQ1306269FDOQ1306269

Authors: Jean-Jacques Prat, Nicolas Privault 

Publication date: 17 July 2000

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

Full work available at URL: https://semanticscholar.org/paper/f4d45a089c417ae5d92c2c09cd7b3f0540bc6322

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zbMATH Keywords

Riemannian manifoldsBrownian motionrandom measuresstochastic calculus of variations

Mathematics Subject Classification ID

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

Cites Work

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Cited In (15)

• Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales
• \(L^{2}\)-Betti numbers of infinite configuration spaces
• Laplace operators on differential forms over configuration spaces
• De Rham cohomology of configuration spaces with Poisson measure
• Maximizing mean exit-time of the Brownian motion on Riemannian manifolds
• Stein estimation of the intensity of a spatial homogeneous Poisson point process
• Laplace operators in deRham complexes associated with measures on configuration spaces
• Brownian motion on compact manifolds: cover time and late points
• Title not available (Why is that?)
• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
• Equivalence of gradients on configuration spaces
• Conditional Calculus on Poisson Space and Enlargement of Filtration
• Clark-Ocone formula and variational representation for Poisson functionals
• Connections and curvature in the Riemannian geometry of configuration spaces
• Stein approximation for multidimensional Poisson random measures by third cumulant expansions

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