Two problems concerning Brownian motion on a complete Riemannian manifold

DOI10.1142/9789814360920_0005MaRDI QIDQ4906092zbMATH OpenOpenAlexFDO

Authors Elton P. Hsu

Publication date 21 February 2013

Published in Interdisciplinary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789814360920_0005

zbMATH Keywords

manifoldsWiener measurestochastic completenessCameron-Martin theoremgeometric completeness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Recommendations

• Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• Quasi-invariance of the Wiener measure on path spaces: Noncompact case
• scientific article; zbMATH DE number 3947359
• Comparison theorems for Brownian motions on Riemannian manifolds and their applications

Cited in

(6)

• Comparison theorems for Brownian motions on Riemannian manifolds and their applications
• scientific article; zbMATH DE number 4028484 (Why is no real title available?)
• Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold
• On the Conservativeness of the Brownian Motion on a Riemannian Manifold
• Erratum to ``Brownian motion on manifolds with time-dependent metrics and stochastic completeness [J. Geom. Phys. 61 (2011) 940-946]
• scientific article; zbMATH DE number 3982213 (Why is no real title available?)

This page was built for publication: Two problems concerning Brownian motion on a complete Riemannian manifold

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4906092)