Diffusions on path and loop spaces: existence, finite dimensional approximation and Hölder continuity

DOI10.1007/s004400050126zbMath0884.58097OpenAlexW2062979141MaRDI QIDQ1365854

Andreas Eberle

Publication date: 9 September 1997

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050126

zbMATH Keywords

Hölder continuitypath spacediffusion processesOrnstein-Uhlenbeck processesloop space

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60) Sample path properties (60G17) Diffusion processes and stochastic analysis on manifolds (58J65) Infinite-dimensional manifolds (58B99) Convergence of probability measures (60B10)

Related Items (4)

A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion ⋮ Stochastic differential equations on product loop manifolds. ⋮ Finite dimensional approximation of Riemannian path space geometry. ⋮ STOCHASTIC EQUATIONS AND DIRICHLET OPERATORS ON INFINITE PRODUCT MANIFOLDS

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