Gaussian measures in traditional and not so traditional settings

DOI10.1090/S0273-0979-96-00655-6zbMath0854.60081OpenAlexW2166274529WikidataQ29543710 ScholiaQ29543710MaRDI QIDQ4890189

Daniel W. Stroock

Publication date: 5 January 1997

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0273-0979-96-00655-6

zbMATH Keywords

Sobolev spaceRiemannian manifoldLaplace-Beltrami operatorMalliavin's calculusBismut's formulaGaussian measures on path spaces

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Heat equation (35K05) Global differential geometry (53C99)

Related Items (3)

Stochastic thermodynamics of holonomic systems ⋮ Heat Kernel Measures and Critical Limits ⋮ Statistical mechanics of holonomic systems as a Brownian motion on smooth manifolds

Cites Work

• Short time behavior of the heat kernel and its logarithmic deviatives
• Large deviations and the Malliavin calculus
• On the parabolic kernel of the Schrödinger operator
• Brownian motion on the Sierpinski gasket
• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Analysis on Wiener spaces. II: Differential forms
• 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
• Pinned Brownian motion and its perturbations
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• On the construction of certain diffusions on a differentiable manifold
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