Integration by parts formulas and dilatation vector fields on elliptic probability spaces

DOI10.1007/s004400050072zbMath0867.60031OpenAlexW2095515017MaRDI QIDQ2565292

Paul Malliavin, Hélène Airault

Publication date: 11 March 1997

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050072

zbMATH Keywords

stochastic differential equationsdilatation vector fieldstochastic calculus of epsilon-variation

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Measure-preserving transformations (28D05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (10)

Some heat operators on \(\mathbb{P}(\mathbb{R}^ d)\) ⋮ Stochastic anticipative calculus on the path space over a compact Riemannian manifold ⋮ Non perturbative construction of invariant measure through confinement by curvature ⋮ Integration by parts for heat kernel measures revisited ⋮ Markovian connection, curvature and Weitzenböck formula on Riemannian path spaces ⋮ Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane ⋮ Bismut type formulae for diffusion semigroups on Riemannian manifolds ⋮ Riemannian connections and curvatures on the universal Teichmüller space ⋮ Finite dimensional approximations to Wiener measure and path integral formulas on manifolds ⋮ Dilatation vector fields on the loop group

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