Pinned Brownian motion and its perturbations

Advances in Mathematics

Volumn 119, Issue 2, 1996, Pages 127-154

  Enchev, Ognian ^a   Stroock, Daniel W ^b  

^a USA   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030578079     PISSN: 00018708     EISSN: None     Source Type: Journal    
DOI: 10.1006/aima.1996.0029     Document Type: Article

References (9)

1. [B] J. M. BISMUT, "Large Deviations and the Malliavin Calculus," Birkhäuser, Boston, 1984.
2. [D] E. B. DAVIES, "Heat Kernels and Spectral Theory," Cambridge Univ. Press, Cambridge, 1989.
3. [D1] B. DRIVER, A Cameron-Martin type quasi-invariance theorem for Brownian motion on compact Riemannian manifolds, J. Funct. Anal. 110 (1992), 272-376.
4. [D2] B. DRIVER, A Cameron-Martin type quasi-invariance theorem for pinned Brownian motion on compact Riemannian manifolds, Trans. Amer. Math. Soc. 342 (1994), 375-395.
5. [ES] O. ENCHEV AND D. STROOCK, Towards a Riemannian geometry on the path space over a Riemannian manifold, J. Funct. Anal., to appear.
6. [LY] P. LI AND S. T. YAU, On the parabolic kernel of the Schrödinger operator, Acta Math. 156 (1986), 205-239.
7. [S] D. STROOCK, An estimate on the Hessian of the heat kernel, in "Festschrift in Honor of K. Itô," Springer-Verlag, New York/Berlin, 1996, to appear.
8. [SV] D. STROOCK AND S. VARADHAN, "Multidimensional Diffusion Processes," Springer-Verlag, New York/Berlin, 1979.
9. [SZ] D. STROOCK AND O. ZEITOUNI, Variations on a theme by Bismut, to appear.