Transformations of the Brownian motion on a Riemannian symmetric space

DOI10.1007/BF00531836zbMath0518.60087OpenAlexW1987526251WikidataQ115394995 ScholiaQ115394995MaRDI QIDQ3667727

Ichiro Shigekawa

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531836

zbMATH Keywords

Laplace-Beltrami operatorRadon-Nikodym derivativeRiemannian symmetric space

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Continuity and singularity of induced measures (60G30)

Related Items (14)

Absolute continuity of heat kernel measure with pinned Wiener measure on loop groups ⋮ COVER OF THE BROWNIAN BRIDGE AND STOCHASTIC SYMPLECTIC ACTION ⋮ Zero temperature limit for interacting Brownian particles. I: Motion of a single body. ⋮ On left invariant Brownian motions and heat kernels of nilpotent Lie groups ⋮ Nonlinear filtering with a symmetric space valued discontinuous observation ⋮ Approximation d'tun filtre avec observation sur une variete compacte ⋮ Equivalence of the Brownian and energy representations ⋮ A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold ⋮ STOCHASTIC ADAMS THEOREM FOR A GENERAL COMPACT MANIFOLD ⋮ A STOCHASTIC APPROACH TO THE EULER–POINCARE CHARACTERISTIC OF A QUOTIENT OF A LOOP GROUP ⋮ Stochastic gauge transform of the string bundle ⋮ Hilbert Space of Spinor Fields Over the Free Loop Space ⋮ Stochastic Cohomology of the Frame Bundle of the Loop Space ⋮ Bridge simulation and metric estimation on Lie groups

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