The Lie bracket of adapted vector fields on Wiener spaces

DOI10.1007/S002459900103MaRDI QIDQ1283973zbMATH OpenOpenAlexFDO

Authors Bruce K. Driver

Publication date 7 November 1999

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002459900103

zbMATH Keywords

adapted vector fieldintegration by partsItô mapLie brackettangent processWiener space

Mathematics Subject Classification ID

Manifolds of mappings (58D15) Geometric probability and stochastic geometry (60D05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Review text

Let \((W(M), \nabla)\) denote the Wiener space over a compact Riemannian manifold \(M\) equipped with a torsion skew-symmetric metric connection \(\nabla\). Starting from a tangent process \(h\) on \(W(T_0 M)\) (roughly a \(T_0M\)-valued continuous semi-martingale with Malliavin derivative given by a skew-symmetric matrix-valued process), and raising it by parallel transport to a tangent process \(\widetilde{h}\) on \(W(M)\), the author defines an associated adapted vector field \(X^h\) on \(W(M)\), which can be obtained by derivation of some approximate flow on \(M\). The main result then is that, under some regularity assumption, this class of adapted vector fields \(X^h\) is stable under Lie bracket. Moreover, the tangent process \(l\) such that \([X^h, X^k]= X^l\) is explicitly calculated as a function of the sufficiently smooth tangent processes \(h\) and \(k\) and of the geometry of \((M,\nabla)\).

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Cited in

(12)

• Stochastic anticipative calculus on the path space over a compact Riemannian manifold
• Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
• A class of vector fields on path spaces
• Integration by parts for heat kernel measures revisited
• Tangent processes on Wiener space
• The vanishing of \(L^2\) harmonic one-forms on based path spaces
• Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds
• Flows associated to adapted vector fields on the Wiener space
• An \(L^{2}\) theory for differential forms on path spaces. I
• Flows associated to Cameron-Martin type vector fields on path spaces over a Riemannian manifold
• Markovian connection, curvature and Weitzenböck formula on Riemannian path spaces
• Weak Levi-Civita connection for the damped metric on the Riemannian path space and vanishing of Ricci tensor in adapted differential geometry

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