Diffusion and Brownian Motion on Infinite-Dimensional Manifolds

DOI10.2307/1996252zbMath0255.60057OpenAlexW4238481633MaRDI QIDQ5670046

Hui-Hsiung Kuo

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/1996252

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Topology of infinite-dimensional manifolds (57N20)

Related Items (12)

The Gaussian limit for high-dimensional spherical means ⋮ Prequantization of infinite dimensional dynamical systems ⋮ Unnamed Item ⋮ On operator-valued stochastic integrals ⋮ Brownian surfaces with boundary and Deligne cohomology ⋮ Brownian cylinders and intersecting branes ⋮ A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold ⋮ A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold ⋮ Fellerian pants ⋮ The exterior algebra for Wiemann manifolds ⋮ Stochastic integrals and Brownian motion on abstract nilpotent Lie groups ⋮ Brownian motion in infinite dimensional manifolds

Cites Work

• Potential theory on Hilbert space
• A fundamental solution of the parabolic equation on Hilbert space
• Some regularity properties of diffusion processes on abstract Wiener space
• Stochastic integrals in abstract Wiener space
• Integration Theory on Infinite-Dimensional Manifolds
• Stochastic integrals and parabolic equations in abstract Wiener space
• Stochastic Differential Equations in a Differentiable Manifold
• Brownian motions in a Lie group
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