Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds

DOI10.1006/jfan.1999.3440zbMath0940.58023OpenAlexW1970998421MaRDI QIDQ1306269

Jean-Jacques Prat, Nicolas Privault

Publication date: 17 July 2000

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f4d45a089c417ae5d92c2c09cd7b3f0540bc6322

zbMATH Keywords

Brownian motionRiemannian manifoldsstochastic calculus of variationsrandom measures

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (10)

Stein approximation for multidimensional Poisson random measures by third cumulant expansions ⋮ Conditional Calculus on Poisson Space and Enlargement of Filtration ⋮ Stein estimation of the intensity of a spatial homogeneous Poisson point process ⋮ \(L^{2}\)-Betti numbers of infinite configuration spaces ⋮ Laplace operators in deRham complexes associated with measures on configuration spaces ⋮ Laplace operators on differential forms over configuration spaces ⋮ De Rham cohomology of configuration spaces with Poisson measure ⋮ Connections and curvature in the Riemannian geometry of configuration spaces ⋮ Clark-Ocone formula and variational representation for Poisson functionals ⋮ Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales

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