Stochastic anticipative calculus on the path space over a compact Riemannian manifold
type: Item
instance of: scholarly article
title: Stochastic anticipative calculus on the path space over a compact Riemannian manifold
zbMATH Open document ID: 0908.60047
DOI: 10.1016/S0021-7824(98)80070-6
published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série
publication date: 1999-03-02T00:00:00Z
review text: The author considers a Riemannian path space; the divergence operator on this space can be considered as an anticipative integral on the Riemannian manifold. The aim of this work is to extend some results which were previously known for Euclidean space; the difficulty comes from the fact that Lie brackets of vector fields are no more vector fields. Nevertheless, the author obtains an Itô formula and a maximal inequality for these anticipative integrals.
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 1187610
zbMATH Keywords: anticipative integrals
zbMATH Keywords: path space
zbMATH Keywords: maximal inequality
author: Shizan Fang
reviewed by: Jean Picard
MaRDI profile type: Publication
Wikidata QID: Q115340555
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full work available at URL: s0021-7824(98)80070-6
OpenAlex ID: W2061962338
description: scientific article; zbMATH DE number 1187610