Limiting behavior of surface measures on spaces of trajectories

DOI10.1023/B:MATN.0000036766.76398.44zbMath1064.58030MaRDI QIDQ1889715

Nadezda A. Sidorova

Publication date: 7 December 2004

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Wiener processstochastic equationGirsanov formulaFeynman-Kac formulaSmolyanov surface measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Integration on manifolds; measures on manifolds (58C35) Diffusion processes and stochastic analysis on manifolds (58J65) Manifolds of mappings (58D15) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)

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