Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
From MaRDI portal
Publication:1889786
DOI10.1214/009117904000000045zbMath1058.60039arXivmath/0410165OpenAlexW2138543688MaRDI QIDQ1889786
Publication date: 10 December 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0410165
Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (5)
Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Some limit results for probabilities estimates of Brownian motion with polynomial drift ⋮ On small deviation probabilities for certain iterated random processes ⋮ Maximal Inequalities for Fractional Brownian Motion: An Overview ⋮ Some Maximal Inequalities for Fractional Brownian Motion with Polynomial Drift
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
- Short time behavior of the heat kernel and its logarithmic deviatives
- Integration on loop groups. I: Quasi invariant measures
- Large deviations and the Malliavin calculus
- Sobolev spaces of Wiener functionals and Malliavin's calculus
- Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
- Some estimates of the transition density of a nondegenerate diffusion Markov process
- Logarithmic Sobolev inequalities on loop groups
- A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
- Short time behavior of logarithmic derivatives of the heat kernel
- Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
- Integration by parts in loop spaces
- Positive generalized Wiener functions and potential theory over abstract Wiener spaces
- Sobolev spaces and capacities theory on path spaces over a compact Riemannian manifold
- Towards a Riemannian geometry on the path space over a Riemannian manifold
- Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
- Pinned Brownian motion and its perturbations
- Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
- Asymptotic evaluation of certain Markov process expectations for large time—III
- Estimates of derivatives of the heat kernel on a compact Riemannian manifold
- A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
- STOCHASTIC ADAMS THEOREM FOR A GENERAL COMPACT MANIFOLD
- Asymptotic behavior of the divergence on loop spaces over a compact Riemannian manifold
This page was built for publication: Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
