scientific article; zbMATH DE number 218613

zbMath0869.60046MaRDI QIDQ4694299

Paul Malliavin

Publication date: 15 January 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Cameron-Martin theoreminfinite-dimensional diffusion processesanalysis on the Wiener spacedifferential geometry on submanifoldsWiener space with finite codimension

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60) Derivatives of functions in infinite-dimensional spaces (46G05) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces. ⋮ A stochastic approach to the Euler-Poincaré number of the loop space of a developable orbifold ⋮ Deterministic and stochastic differential equations in infinite- dimensional spaces ⋮ A class of vector fields on path spaces ⋮ A signed measure on rough paths associated to a PDE of high order: results and conjectures ⋮ Gaussian measures on linear spaces ⋮ Differentiable measures and the Malliavin calculus ⋮ Dynamical systems generated by Sobolev class vector fields in finite and infinite dimensions ⋮ Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions

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