Integration by parts for pinned Brownian motion (Q1902211)
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scientific article; zbMATH DE number 817744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration by parts for pinned Brownian motion |
scientific article; zbMATH DE number 817744 |
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Integration by parts for pinned Brownian motion (English)
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16 November 1995
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The paper presents a new scheme for developing an integration by parts formula on the space of pinned Brownian paths on a manifold. An alternative scheme was earlier suggested by Driver. The authors' opinion is that, perhaps, their version is slightly sharper and a little more readily applicable.
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Riemannian manifolds
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integration by parts
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pinned Brownian paths
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0.9176323
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0.91013205
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0.8966055
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