Pinned Brownian motion and its perturbations
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Publication:1915394
DOI10.1006/AIMA.1996.0029zbMATH Open0853.58111OpenAlexW2041376792MaRDI QIDQ1915394FDOQ1915394
Daniel W. Stroock, Andrew Lyasoff
Publication date: 16 June 1996
Published in: Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/aima.1996.0029
Brownian motion (60J65) Integration on manifolds; measures on manifolds (58C35) Diffusion processes and stochastic analysis on manifolds (58J65)
Cited In (18)
- Asymptotic behavior of the divergence on loop spaces over a compact Riemannian manifold
- A Poincaré inequality on loop spaces
- Poincaré inequality for weighted first order Sobolev spaces on loop spaces
- EXPONENTIAL INTEGRABILITY FOR IMAGES OF ORNSTEIN–UHLENBECK OPERATORS ACTING ON CYLINDER FUNCTIONS ON LOOP SPACES
- Title not available (Why is that?)
- Flows associated to adapted vector fields on the Wiener space
- Ornstein-Uhlenbeck processes indexed by the circle
- Title not available (Why is that?)
- Asymptotics of spectral gaps on loop spaces over a class of Riemannian manifolds
- Brownian motion with stiff bonds and rigid constraints
- Perturbed and non-perturbed Brownian taboo processes
- On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process
- On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold
- Geometric stochastic heat equations
- Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
- Gaussian measures in traditional and not so traditional settings
- The log-Sobolev inequality on loop space over a compact Riemannian manifold
- Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure
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