Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
권호 표지

CONSTRUCTION OF SOME PROCESSES ON THE WIENER SPACE ASSOCIATED TO SECOND ORDER OPERATORS

  • Cruzeiro, A.B. (Groupo de Fisica Matermatica, Universidade de Lisboa)
  • Published : 2001.03.01
Download PDF
⟨ Previous Next ⟩

Abstract

We show that it is possible to associate diffusion processes to second order perturbations of the Ornstein-Uhlenbeck operator L on the Wiener space of the form L = L + 1/2∑L$^2$(sub)ξ(sub)$\kappa$ where the ξ(sub)$\kappa$ are "tangent processes" (i.e., semimartingales with antisymmetric diffusion coefficients).

Keywords

References

  1. J.Funct.Anal v.166 Flows associated to tangent processes in the Wiener space F,Copriano;A.B.Cruzeiro
  2. J.Funct.Anal v.72 Processus sur l'espace de Wiener associes a des operateurs elloptiques a coefficients dans certains espaces de Sobolev A.B.Vruzeiro
  3. J.Funct.Anal v.139 Renormalized differential geometry on path space: structural integration,curvature A.B.Cruzeiro;P.Malliavin
  4. J.Funct.Anal v.110 A Cameron-Marin type quasi-invariant theorem for Brownian motion on a compact manifold I B,K.Driver
  5. J.Funct Anal v.118 Stochastic analysis on the path space of a Riemannian manifold I. Markovian stochastic calculus S.Fang;P.Malliavin
  6. J.Funct.Anal v.46 L;integrale stochastique commeoperateur de divergence dans l'espace fonctionnel G.B.Gaveau;P.Trauber
  7. Dirichlet Forms And Introduvtion to the Theory of (Non-Symmetric) Z.M.Ma;M.Rockner
  8. Grundl. der Mathe, Wissens. Stochastic Analysis P.Malliavin
  9. Malliavin Calculus and Related Topics D.Nualart