Martingales on Riemannian manifolds with prescribed limit
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Publication:1178625
DOI10.1016/0022-1236(91)90041-3zbMath0758.60051OpenAlexW2044614119MaRDI QIDQ1178625
Publication date: 26 June 1992
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(91)90041-3
Dirichlet problemMalliavin calculusnonlinear partial differential equationsuniqueness and existence theoremsrandom variable on a Riemannian manifold
Martingales with continuous parameter (60G44) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (9)
Smoothness of harmonic maps for hypoelliptic diffusions. ⋮ Reflected BSDEs in non-convex domains ⋮ Brownian motion and the formation of singularities in the heat flow for harmonic maps ⋮ A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric ⋮ A stochastic approach to a priori estimates and Liouville theorems for harmonic maps ⋮ Backward stochastic differential equations on manifolds. II ⋮ Expectations and martingales in metric spaces ⋮ A study of backward stochastic differential equation on a Riemannian manifold ⋮ Barycenters of measures transported by stochastic flows
Cites Work
- Convergence in probability for perturbed stochastic integral equations
- Stochastic calculus in manifolds. With an appendix by P.A. Meyer
- Malliavin's calculus and stochastic integral representations of functional of diffusion processes†
- Another Report on Harmonic Maps
- Probability, Convexity, and Harmonic Maps with Small Image I: Uniqueness and Fine Existence
- Riemannian center of mass and mollifier smoothing
- A Report on Harmonic Maps
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