Surface measures on trajectories in Riemannian manifolds generated by diffusions.

zbMath1052.58037MaRDI QIDQ1432518

Nadezda A. Sidorova, Olaf Wittich, O. G. Smolyanov, Heinrich von Weizsäcker

Publication date: 15 June 2004

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Wiener measureapproximations of Wiener measure of a submanifold

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Length, area, volume, other geometric measure theory (28A75) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (3)

Function integrals corresponding to a solution of the Cauchy-Dirichlet problem for the heat equation in a domain of a Riemannian manifold ⋮ Functional integrals for the Schrödinger equation on compact Riemannian manifolds ⋮ Feynman formulas and functional integrals for diffusion with drift in a domain on a manifold

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