Gaussian measures in traditional and not so traditional settings

DOI10.1090/S0273-0979-96-00655-6MaRDI QIDQ4890189zbMATH OpenOpenAlexWikidataFDO

Authors Daniel W. Stroock

Publication date 5 January 1997

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0273-0979-96-00655-6

zbMATH Keywords

Laplace-Beltrami operatorRiemannian manifoldSobolev spaceBismut's formulaMalliavin's calculusGaussian measures on path spaces

Mathematics Subject Classification ID

Brownian motion (60J65) Heat equation (35K05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Global differential geometry (53C99)

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Cited in

(5)

• Heat kernel measures and critical limits
• Statistical mechanics of holonomic systems as a Brownian motion on smooth manifolds
• Clustering, coding, and the concept of similarity
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• Stochastic thermodynamics of holonomic systems

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