Title of article :
Divergence theorems in path space
Author/Authors :
Denis Bell، نويسنده ,
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.
Keywords :
Compact manifold , Elliptic stochastic differential equation , Integration by parts formula , Divergence theorem , Path space
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis