Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space

DOI10.1016/J.BULSCI.2004.02.001MaRDI QIDQ707284zbMATH OpenOpenAlexWikidataFDO

Authors Xicheng Zhang

Publication date 9 February 2005

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.bulsci.2004.02.001

zbMATH Keywords

Heat semigroupHorizontal liftOrnstein-Uhlenbeck processRiemannian path space

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65)

Review text

The author considers \textit{J. R. Norris}' Brownian sheet on a manifold [J. Funct. Anal. 132, No. 2, 273--334 (1995; Zbl 0848.60055)], and interprets its construction in terms of some horizontal lift of an Ornstein-Uhlenbeck process on a path space.

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Cites work

• Finite dimensional approximation of Riemannian path space geometry.
• Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry
• scientific article; zbMATH DE number 166508 (Why is no real title available?)
• Renormalized differential geometry on path space: Structural equation, curvature
• Stochastic calculus of variations and Harnack inequality on Riemannian path spaces
• The Ornstein-Uhlenbeck process over the space of Riemannian paths and the martingale problem
• Twisted sheets
• Weak Levi-Civita connection for the damped metric on the Riemannian path space and vanishing of Ricci tensor in adapted differential geometry

Cited in

(1)

• Construction of a Brownian sheet with values in a compact Riemannian manifold.

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