A Girsanov Type Theorem on the Path Space Over a Compact Riemannian Manifold
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Publication:3446965
DOI10.1080/07362990701283003zbMath1120.58025OpenAlexW2062477739WikidataQ115297321 ScholiaQ115297321MaRDI QIDQ3446965
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Publication date: 27 June 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990701283003
Geometric probability and stochastic geometry (60D05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Diffusion processes and stochastic analysis on manifolds (58J65)
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Cites Work
- A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
- Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
- Towards a Riemannian geometry on the path space over a Riemannian manifold
- Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
- Unnamed Item
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