Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
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Cites work
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- scientific article; zbMATH DE number 785439 (Why is no real title available?)
- A quantum nonadapted Ito formula and stochastic analysis in Fock scale
- An introduction to analysis on Wiener space
- Analysis and geometry on configuration spaces
- Calcul des variations stochastique et processus de sauts
- Chaotic and variational calculus in discrete and continuous time for the poisson process
- L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel
- Large deviations and the Malliavin calculus
- Renormalized differential geometry on path space: Structural equation, curvature
- 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 anticipative integrals on a Riemannian manifold
- Stochastic calculus with anticipating integrands
Cited in
(15)- De Rham cohomology of configuration spaces with Poisson measure
- Laplace operators in deRham complexes associated with measures on configuration spaces
- Brownian motion on compact manifolds: cover time and late points
- Connections and curvature in the Riemannian geometry of configuration spaces
- Conditional Calculus on Poisson Space and Enlargement of Filtration
- Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
- \(L^{2}\)-Betti numbers of infinite configuration spaces
- Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales
- Equivalence of gradients on configuration spaces
- Maximizing mean exit-time of the Brownian motion on Riemannian manifolds
- Clark-Ocone formula and variational representation for Poisson functionals
- Stein estimation of the intensity of a spatial homogeneous Poisson point process
- Laplace operators on differential forms over configuration spaces
- Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions
- scientific article; zbMATH DE number 3928047 (Why is no real title available?)
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