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

DOI10.1016/j.crma.2003.10.004zbMath1037.58023OpenAlexW2013996807MaRDI QIDQ1420175

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

Related Items (1)

Itô maps and analysis on path spaces

Cites Work

• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Renormalized differential geometry on path space: Structural equation, curvature
• On a characterization of the Sobolev spaces over an abstract Wiener space
• Sobolev spaces and capacities theory on path spaces over a compact Riemannian manifold
• On the geometry of diffusion operators and stochastic flows
• An \(L^ 2\) estimate for Riemannian anticipative stochastic integrals
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Gross-Sobolev spaces on path manifolds: uniqueness and intertwining by Itô maps.