Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion

DOI10.1080/17442500902919652zbMath1192.60078OpenAlexW1977254658WikidataQ124882877 ScholiaQ124882877MaRDI QIDQ3396076

Paul Malliavin, Ana Bela Cruzeiro

Publication date: 16 September 2009

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500902919652

zbMATH Keywords

stochastic calculus of variationsdiffeomorphism grouprenormalized Brownian motion

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Stochastic calculus of variations for the diffeomorphisms group ⋮ Lagrangian Navier-Stokes diffusions on manifolds: variational principle and stability

Cites Work

• Large deviations and the Malliavin calculus
• Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation
• Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry
• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
• Integration by parts and quasi-invariance for heat kernel measures on loop groups
• Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori
• Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor
• Unnamed Item

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