Stochastic anticipative integrals on a Riemannian manifold

DOI10.1006/jfan.1995.1088zbMath0847.58081OpenAlexW2079982785MaRDI QIDQ1908154

Shizan Fang

Publication date: 30 September 1996

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1995.1088

zbMATH Keywords

Riemannian manifoldSkorokhod integral

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (9)

Admissible vector fields and related diffusions on infinite-dimensional manifolds ⋮ De Rham-Hodge-Kodaira operator on loop groups ⋮ Stochastic anticipative calculus on the path space over a compact Riemannian manifold ⋮ Integration by parts for heat kernel measures revisited ⋮ An \(L^{2}\) theory for differential forms on path spaces. I ⋮ STOCHASTIC ADAMS THEOREM FOR A GENERAL COMPACT MANIFOLD ⋮ Differential calculus on path and loop spaces. II: Irreducibility of Dirichlet forms on loop spaces ⋮ Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds ⋮ A class of infinite dimensional stochastic processes with unbounded diffusion

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