Two Problems Concerning Brownian Motion on a Complete Riemannian Manifold

DOI10.1142/9789814360920_0005zbMath1271.58019OpenAlexW2489137856MaRDI QIDQ4906092

Elton P. Hsu

Publication date: 21 February 2013

Published in: Interdisciplinary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814360920_0005

zbMATH Keywords

manifoldsWiener measureCameron-Martin theoremstochastic completenessgeometric completeness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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