Title of article :
Le processus dʹOrnstein–Uhlenbeck sur lʹespace des chemins riemanniens et le problème des martingales
Author/Authors :
Kazumi، نويسنده , , Tetsuya، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
Résumé
cuss the Ornstein–Uhlenbeck process over a compact Riemannian manifold in the framework of a martingale problem. We obtain a solution to this problem as the limit of approximate finite dimensional processes. To this end, we prove a Kolmogorov-type estimate by making use of an expression of the Ornstein–Uhlenbeck operator.
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis