We study a quasi-invariance property of the Wiener measure on the path space over a compact Riemannian manifold which generalizes the well-known CameronMartin theorem for euclidean space. This property is used to prove an integration by parts formula for the gradient operator. We use the integration
โฆ LIBER โฆ
Stochastic Analysis on the Path Space of a Riemannian Manifold: I. Markovian Stochastic Calculus
โ Scribed by S.Z. Fang; P. Malliavin
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 600 KB
- Volume
- 118
- Category
- Article
- ISSN
- 0022-1236
No coin nor oath required. For personal study only.
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dedicated to professor leonard gross on the occasion of his 70th birthday Functions of bounded variation (BV functions) are defined on an abstract Wiener space (E, H, +) in a way similar to that in finite dimensions. Some characterizations are given, which justify describing a BV function as a funct