Gaussian measures in traditional and not so traditional settings

DOI10.1090/S0273-0979-96-00655-6zbMATH Open0854.60081OpenAlexW2166274529WikidataQ29543710 ScholiaQ29543710MaRDI QIDQ4890189FDOQ4890189

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

Recommendations

• Analysis on Gaussian spaces
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• Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
• scientific article; zbMATH DE number 902684

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
• Title not available (Why is that?)
• Stochastic thermodynamics of holonomic systems

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