Geometric stochastic analysis on path spaces

zbMATH Open1100.58014arXiv1911.09764MaRDI QIDQ5491003FDOQ5491003

Authors: Xue-Mei Li, K. D. Elworthy 

Publication date: 26 September 2006

Abstract: An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths of finite energy. An introduction describes the background for paths on ${mathbbR}^m$ and Malliavin calculus. For manifold valued paths the approach is to use `It^o' maps of suitable stochastic differential equations as charts . `Suitability' involves the connection determined by the stochastic differential equation. Some fundamental open problems concerning the calculus and the resulting `Laplacian' are described. A theory for more general diffusion measures is also briefly indicated. The same method is applied as an approach to getting over the fundamental difficulty of defining exterior differentiation as a closed operator, with success for one & two forms leading to a Hodge -Kodaira operator and decomposition for such forms. Finally there is a brief description of some related results for loop spaces.

Full work available at URL: https://arxiv.org/abs/1911.09764

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zbMATH Keywords

Malliavin calculusSobolev spacesstochastic differential equationsdifferential formsde Rham cohomologyconnectioninfinite dimensionspath spaceabstract Wiener spacesHodge-Kodaira theory

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sub-Riemannian geometry (53C17) Diffusion processes and stochastic analysis on manifolds (58J65) Hodge theory in global analysis (58A14) Differentiability questions for infinite-dimensional manifolds (58B10) Fredholm structures on infinite-dimensional manifolds (58B15) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)

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