Stochastic anticipative integrals on a Riemannian manifold

DOI10.1006/JFAN.1995.1088MaRDI QIDQ1908154zbMATH OpenOpenAlexFDO

Authors Shizan Fang

Publication date 30 September 1996

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

Full work available at URL https://doi.org/10.1006/jfan.1995.1088

zbMATH Keywords

Riemannian manifoldSkorokhod integral

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65)

Review text

The Nualart-Pardoux approach to the Skorokhod integral on \(\mathbb{R}^d\) is used to construct the divergence operator on the path space over a Riemannian manifold. Based to the Cruzeiro-Malliavin structure equation on the path space the energy inequality is obtained.

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Cited in

(15)

• Stochastic anticipative calculus on the path space over a compact Riemannian manifold
• Differential calculus on path and loop spaces. II: Irreducibility of Dirichlet forms on loop spaces
• Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
• De Rham-Hodge-Kodaira operator on loop groups
• Integration by parts for heat kernel measures revisited
• Anticipating differential equation on a manifold and approximations
• An \(L^{2}\) theory for differential forms on path spaces. I
• Stochastic integration in Riemannian manifolds from a functional-analytic point of view
• scientific article; zbMATH DE number 4034789 (Why is no real title available?)
• Admissible vector fields and related diffusions on infinite-dimensional manifolds
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• STOCHASTIC ADAMS THEOREM FOR A GENERAL COMPACT MANIFOLD
• On forward stochastic integrals over the loop space
• A class of infinite dimensional stochastic processes with unbounded diffusion
• An L^ 2 estimate for Riemannian anticipative stochastic integrals

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