Stochastic differential geometry
From MaRDI portal
Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Recommendations
- scientific article; zbMATH DE number 195004
- scientific article; zbMATH DE number 218610
- Stochastic processes on geometric loop groups, diffeomorphism groups of connected manifolds, and associated unitary representations
- Stochastic analysis as infinite-dimensional analysis
- scientific article; zbMATH DE number 3969807
Cited in
(32)- Some applications of stochastic differential geometry to mathematical physics
- Differentiable measures and the Malliavin calculus
- A unitarization process for some non-locally compact topological groups
- Stochastic tools on Hilbert manifolds: Interplay with geometry and physics
- Stochastic differential equations on product loop manifolds.
- Differentiability of Borel measures along vector fields on Banach manifolds with uniform structure
- Maximum principle for the Laplacian with respect to a measure in a domain of the Hilbert space
- Gaussian measures on linear spaces
- Horizontal lift of an infinite dimensional diffusion
- Stochastic differential equations for Lie group valued moment maps
- Quasi-invariance and Gibbs structure of diffusion measures on infinite product groups
- Stochastic Taylor Formulas and Riemannian Geometry
- STOCHASTIC EQUATIONS AND DIRICHLET OPERATORS ON INFINITE PRODUCT MANIFOLDS
- Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion
- scientific article; zbMATH DE number 4155601 (Why is no real title available?)
- Probabilistic deformation of contact geometry, diffusion processes and their quadratures
- Aspects of stochastic global analysis
- MALLIAVIN CALCULUS FOR LIE GROUP-VALUED WIENER FUNCTIONS
- Stochastic Differential Geometry, a Coupling Property, and Harmonic Maps
- scientific article; zbMATH DE number 3969807 (Why is no real title available?)
- scientific article; zbMATH DE number 1371329 (Why is no real title available?)
- scientific article; zbMATH DE number 140550 (Why is no real title available?)
- Géométrie différentielle stochastique avec salts 2: discrétisation et applications des eds avec sacutes
- STOCHASTIC EQUATIONS AND QUASI-INVARIANCE ON INFINITE PRODUCT GROUPS
- scientific article; zbMATH DE number 195004 (Why is no real title available?)
- scientific article; zbMATH DE number 218610 (Why is no real title available?)
- Itō atlas, its application to mathematical finance and to exponentiation of infinite dimensional Lie algebras
- Absolue continuité de probabilités de transition par rapport à une mesure gaussienne dans un espace de Hilbert. (Absolute continuity of transition probabilities with respect to a Gaussian measure in a Hilbert space)
- Stochastic calculus of variations for the diffeomorphisms group
- Smooth measures and nonlinear equations of mathematical physics
- Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry
- Chord calculus and stochastic geometry
This page was built for publication: Stochastic differential geometry
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3327450)
