✦ LIBER ✦

Stochastic differential equations on product loop manifolds

✍ Scribed by Sergio Albeverio; Zdzisław Brzeźniak; Alexei Daletski

Publisher: Elsevier Science
Year: 2003
Tongue: French
Weight: 176 KB
Volume: 127
Category: Article
ISSN: 0007-4497
DOI: 10.1016/s0007-4497(03)00057-5

No coin nor oath required. For personal study only.

✦ Synopsis

We study infinite systems of stochastic differential equations in spaces of loops with values in compact Riemannian manifolds. We prove existence of solutions with deterministic initial conditions and continuity of the corresponding paths.

📜 SIMILAR VOLUMES

Stochastic functional differential equat

Stochastic functional differential equations on manifolds

✍ Rémi Léandre; Salah-Eldin A. Mohammed 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 144 KB

Backward stochastic differential equatio

Backward stochastic differential equations on manifolds

✍ Fabrice Blache 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 382 KB

Stochastic partial differential equation

Stochastic partial differential equations on manifolds,I

✍ István Gyöngy 📂 Article 📅 1993 🏛 Springer Netherlands 🌐 English ⚖ 695 KB

Backward stochastic differential equatio

Backward stochastic differential equations on manifolds II

✍ Fabrice Blache 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 295 KB

On product nonlinearities in stochastic

On product nonlinearities in stochastic differential equations

✍ G. Adomian 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 625 KB

Stochastic Analysis on Product Manifolds

Stochastic Analysis on Product Manifolds: Dirichlet Operators on Differential Forms

✍ Sergio Albeverio; Alexei Daletskii; Yuri Kondratiev 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 263 KB

We define a de Rham complex over a product manifold (infinite product of compact manifolds), and Dirichlet operators on differential forms, associated with differentiable measures (in particular, Gibbs measures), which generalize the notions of Bochner and de Rham Laplacians. We give probabilistic r