The Ornstein-Uhlenbeck process over the space of Riemannian paths and the martingale problem

DOI10.1006/jfan.1996.2988zbMath0888.58074OpenAlexW1993717503MaRDI QIDQ674726

Tetsuya Kazumi

Publication date: 8 June 1998

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1996.2988

zbMATH Keywords

Ornstein-Uhlenbeck processHölder continuitypath spacemartingale problemfinite dimensional approximation

Mathematics Subject Classification ID

Dirichlet forms (31C25) Sample path properties (60G17) Diffusion processes and stochastic analysis on manifolds (58J65) Infinite-dimensional manifolds (58B99) Convergence of probability measures (60B10)

Related Items (8)

A FLAT COPY OF THE ORNSTEIN–UHLENBECK OPERATOR ON THE PATH SPACE OVER A RIEMANNIAN MANIFOLD ⋮ Stochastic differential equations on product loop manifolds. ⋮ Finite dimensional approximation of Riemannian path space geometry. ⋮ Markovian connection, curvature and Weitzenböck formula on Riemannian path spaces ⋮ Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space ⋮ STOCHASTIC EQUATIONS AND DIRICHLET OPERATORS ON INFINITE PRODUCT MANIFOLDS ⋮ Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry ⋮ Stochastic calculus of variations and Harnack inequality on Riemannian path spaces

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