Issue Information :
روزنامه با شماره پیاپی سال 2005
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.
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis