A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold (Q1207134)
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scientific article; zbMATH DE number 152029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold |
scientific article; zbMATH DE number 152029 |
Statements
A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold (English)
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2 May 1993
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Cameron-Martin theorem
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Radon-Nikodym derivative
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compact manifold without boundary
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Riemannian metric
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Wiener measure
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stochastic parallel translation
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integration by parts formula
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