Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus

From MaRDI portal
Publication:1310825

DOI10.1006/jfan.1993.1145zbMath0798.58080OpenAlexW1523213083MaRDI QIDQ1310825

Paul Malliavin, Shizan Fang

Publication date: 26 October 1994

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

Full work available at URL: https://doi.org/10.1006/jfan.1993.1145




Related Items (54)

Tangent processes on Wiener spaceA Girsanov Type Theorem on the Path Space Over a Compact Riemannian ManifoldAsymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.Stein estimation of the intensity of a spatial homogeneous Poisson point processOn forward stochastic integrals over the loop spaceOn the Estimate for Commutators in DiPerna–Lions TheoryA class of vector fields on path spacesAnalysis on free Riemannian path spacesMartingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measureA FLAT COPY OF THE ORNSTEIN–UHLENBECK OPERATOR ON THE PATH SPACE OVER A RIEMANNIAN MANIFOLDQuasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometryFlow equations on spaces of rough pathsSome heat operators on \(\mathbb{P}(\mathbb{R}^ d)\)Stochastic anticipative calculus on the path space over a compact Riemannian manifoldComplete lifts of connections and stochastic Jacobi fieldsNon perturbative construction of invariant measure through confinement by curvatureIntegration by parts for heat kernel measures revisitedFlows associated to Cameron-Martin type vector fields on path spaces over a Riemannian manifoldOn the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifoldSpectral gap on Riemannian path space over static and evolving manifoldsIntegration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifoldsOn integration by parts formula and characterization of fractional Ornstein-Uhlenbeck processLogarithmic heat kernel estimates without curvature restrictionsFrom second-order differential geometry to stochastic geometric mechanicsStochastic calculus of variations for the diffeomorphisms groupHeat semi-group and generalized flows on complete Riemannian manifoldsFinite dimensional approximation of Riemannian path space geometry.Unnamed ItemGaussian measures in traditional and not so traditional settingsStochastic heat equations for infinite strings with values in a manifoldMarkovian connection, curvature and Weitzenböck formula on Riemannian path spacesThe Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market StabilityConnections and curvature in the Riemannian geometry of configuration spacesWeak Levi-Civita connection for the damped metric on the Riemannian path space and vanishing of Ricci tensor in adapted differential geometrySTOCHASTIC ADAMS THEOREM FOR A GENERAL COMPACT MANIFOLDBismut type formulae for diffusion semigroups on Riemannian manifoldsNumerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifoldFunctional inequality on path space over a non-compact Riemannian manifoldDeviation inequalities and the law of iterated logarithm on the path space over a loop groupStochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré diskTransportation-cost inequality on path spaces with uniform distanceIntegration by parts formula and logarithmic Sobolev inequality on the path space over loop groupsRenormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motionDifferential calculus on path and loop spaces. II: Irreducibility of Dirichlet forms on loop spacesDifferentiable measures and the Malliavin calculusA probabilistic Weitzenböck formula on Riemannian path spaceFinite dimensional approximations to Wiener measure and path integral formulas on manifoldsDifferential Harnack inequalities on path spaceFlows associated to tangent processes on the Wiener spaceStochastic calculus of variations and Harnack inequality on Riemannian path spacesExplicit stochastic analysis of Brownian motion and point measures on Riemannian manifoldsStochastic geodesicsA class of infinite dimensional stochastic processes with unbounded diffusionOptimal transport maps on infinite dimensional spaces




This page was built for publication: Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus