Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion

DOI10.1080/17442500902919652MaRDI QIDQ3396076zbMATH OpenOpenAlexWikidataFDO

Authors Ana Bela Cruzeiro, Paul Malliavin

Publication date 16 September 2009

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500902919652

zbMATH Keywords

diffeomorphism groupstochastic calculus of variationsrenormalized Brownian motion

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cites work

• scientific article; zbMATH DE number 774039 (Why is no real title available?)
• Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation
• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Integration by parts and quasi-invariance for heat kernel measures on loop groups
• Large deviations and the Malliavin calculus
• Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor
• Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry
• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
• Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori

Cited in

(6)

• scientific article; zbMATH DE number 751032 (Why is no real title available?)
• Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry
• Stochastic calculus of variations for the diffeomorphisms group
• Lagrangian Navier-Stokes diffusions on manifolds: variational principle and stability
• Stochastic parallel transport on the \(d\)-dimensional torus
• scientific article; zbMATH DE number 3976015 (Why is no real title available?)

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