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
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