Stochastic integration in Riemannian manifolds from a functional-analytic point of view

DOI10.1016/J.JFA.2023.109915OpenAlexW4323353450MaRDI QIDQ2694941

Alexandru Mustăţea

Publication date: 4 April 2023

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

Full work available at URL: https://arxiv.org/abs/2207.08285

zbMATH Keywords

Itô integralRiemannian manifoldstochastic integralStratonovich integral

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Applications of PDEs on manifolds (58J90) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Heat kernel (35K08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Stochastic integrals in Riemann manifolds
• A canonical decomposition for quadratic forms with applications to monotone convergence theorems
• Covariant Schrödinger semigroups on Riemannian manifolds
• An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems
• Introduction to Smooth Manifolds
• Hypoellipticité des équations paraboliques
• On a Theorem of Rudin and Klee
• Approximating Ito integrals of differential forms and geodesic deviation
• Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula

This page was built for publication: Stochastic integration in Riemannian manifolds from a functional-analytic point of view