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

DOI10.1006/JFAN.1996.2988zbMATH Open0888.58074OpenAlexW1993717503MaRDI QIDQ674726FDOQ674726

Authors: 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

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zbMATH Keywords

Ornstein-Uhlenbeck process[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+continuity&go=Go H��lder continuity]martingale problempath spacefinite dimensional approximation

Mathematics Subject Classification ID

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

Cited In (16)

• Title not available (Why is that?)
• STOCHASTIC EQUATIONS AND DIRICHLET OPERATORS ON INFINITE PRODUCT MANIFOLDS
• Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space
• A FLAT COPY OF THE ORNSTEIN–UHLENBECK OPERATOR ON THE PATH SPACE OVER A RIEMANNIAN MANIFOLD
• Ornstein-Uhlenbeck processes on Lie groups
• Finite dimensional approximation of Riemannian path space geometry.
• Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry
• Title not available (Why is that?)
• Stochastic calculus of variations and Harnack inequality on Riemannian path spaces
• Asymptotics of spectral gaps on loop spaces over a class of Riemannian manifolds
• The damped Ornstein-Uhlenbeck generator on the space of Riemannian paths
• Title not available (Why is that?)
• On the parabolic Martin boundary of the Ornstein-Uhlenbeck operator on Wiener space
• Markovian connection, curvature and Weitzenböck formula on Riemannian path spaces
• Stochastic differential equations on product loop manifolds.
• A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet

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