On forward stochastic integrals over the loop space

DOI10.1081/SAP-120002429zbMath1002.60049MaRDI QIDQ4542852

Samy Tindel

Publication date: 1 January 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

loop spaceSkorokhod integralforward integralsubstitution formula

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Large deviations and the Malliavin calculus
• Stochastic anticipative calculus on the path space over a compact Riemannian manifold
• Some estimates of the transition density of a nondegenerate diffusion Markov process
• Logarithmic Sobolev inequalities on loop groups
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
• Forward, backward and symmetric stochastic integration
• The generalized covariation process and Itô formula
• Ito formula for \(C^ 1\)-functions of semimartingales
• Stochastic parabolic equations with anticipative initial condition

This page was built for publication: On forward stochastic integrals over the loop space