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Stochastic Jacobi fields and vector fields induced by varying area on path spaces

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Publication:1381354
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DOI10.1007/s004400050141zbMath0903.60008OpenAlexW1987593309MaRDI QIDQ1381354

Zhongmin Qian, Terence J. Lyons

Publication date: 5 January 1999

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

Full work available at URL: https://doi.org/10.1007/s004400050141


zbMATH Keywords

Malliavin calculus


Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Measure-preserving transformations (28D05) Equations in function spaces; evolution equations (58D25)


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A class of vector fields on path spaces ⋮ Constrained rough paths ⋮ Complete lifts of connections and stochastic Jacobi fields ⋮ Regularity of the Itô-Lyons map ⋮ Rough integrators on Banach manifolds ⋮ Finite dimensional approximations to Wiener measure and path integral formulas on manifolds ⋮ Smoothness of Itô maps and diffusion processes on path spaces (I)



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