Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process

DOI10.1016/S0304-4149(98)00072-6zbMath0962.60072MaRDI QIDQ1593588

Nigel J. Cutland

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

nonstandard analysisLoeb measureinfinite-dimensional Ornstein-Uhlenbeck processWiener sphere

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Nonstandard models in mathematics (03H05)

Related Items (2)

The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ On the continuity of pathwise solutions to Langevin equations in infinite dimensions

Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
• A non-standard representation for Brownian motion and Ito integration
• The Wiener sphere and Wiener measure
• Geometry of differential space
• Brownian Motion on a submanifold of Euclidean Space
• The Malliavin calculus and its application to second order parabolic differential equations: Part I
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