• Title of article

    Divergence theorems in path space

  • Author/Authors

    Denis Bell، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    20
  • From page
    130
  • To page
    149
  • Abstract
    We obtain divergence theorems on the solution space of an elliptic stochastic differential equation defined on a smooth compact finite-dimensional manifold M. The resulting divergences are expressed in terms of the Ricci curvature of M with respect to a natural metric on M induced by the stochastic differential equation. The proofs of the main theorems are based on the lifting method of Malliavin together with a fundamental idea of Driver.
  • Keywords
    Compact manifold , Elliptic stochastic differential equation , Integration by parts formula , Divergence theorem , Path space
  • Journal title
    Journal of Functional Analysis
  • Serial Year
    2005
  • Journal title
    Journal of Functional Analysis
  • Record number

    761904