Gross-Sobolev spaces on path manifolds: uniqueness and intertwining by Itô maps.

DOI10.1016/J.CRMA.2003.10.004MaRDI QIDQ1420175zbMATH OpenOpenAlexFDO

Authors K. D. Elworthy, Xue-Mei Li

Publication date 28 January 2004

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2003.10.004

zbMATH Keywords

stochastic differential equationRiemannian manifoldpath spacecanonical Wiener space

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cites work

• scientific article; zbMATH DE number 721922 (Why is no real title available?)
• scientific article; zbMATH DE number 774059 (Why is no real title available?)
• scientific article; zbMATH DE number 785439 (Why is no real title available?)
• scientific article; zbMATH DE number 837113 (Why is no real title available?)
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• An L^ 2 estimate for Riemannian anticipative stochastic integrals
• On a characterization of the Sobolev spaces over an abstract Wiener space
• On the geometry of diffusion operators and stochastic flows
• Renormalized differential geometry on path space: Structural equation, curvature
• Sobolev spaces and capacities theory on path spaces over a compact Riemannian manifold
• Special Itô maps and an L^2 Hodge theory

Cited in

(2)

• Intertwining and the Markov uniqueness problem on path spaces
• Itô maps and analysis on path spaces

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