On the semimartingale property of Brownian bridges on complete manifolds

zbMath1407.82051arXiv1604.08351MaRDI QIDQ4612236

Batu Güneysu

Publication date: 22 January 2019

Full work available at URL: https://arxiv.org/abs/1604.08351

zbMATH Keywords

Riemannian manifoldBrownian bridgeheat kernelsemimartingale

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Related Items (2)

Heat conservation for generalized Dirac Laplacians on manifolds with boundary ⋮ Estimates for the covariant derivative of the heat semigroup on differential forms, and covariant Riesz transforms

Cites Work

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• Heat Kernel Estimates with Application to Compactness of Manifolds
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula
• Li-Yau Type Gradient Estimates and Harnack Inequalities by Stochastic Analysis
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