-
1
-
-
0011045450
-
On the irreducibility of certain Dirichlet forms on loop spaces over compact homogeneous spaces
-
K. D. Elworthy, S. Kusuoka, I. Shigekuwa Eds., World Scientific, New Jersey
-
[1] S. AIDA, On the irreducibility of certain Dirichlet forms on loop spaces over compact homogeneous spaces, in the Proceedings of the 1994 Taniguchi Symposium in "New Trends in Stochastic Analysis" (K. D. Elworthy, S. Kusuoka, I. Shigekuwa Eds.), World Scientific, New Jersey 1997, pp. 3-42.
-
(1997)
Proceedings of the 1994 Taniguchi Symposium in "New Trends in Stochastic Analysis"
, pp. 3-42
-
-
Aida, S.1
-
2
-
-
0030363221
-
Integration by parts formulas and dilatation vector fields on elliptic probability spaces
-
[2] H. AIRAULT and P. MALLIAVIN, Integration by parts formulas and dilatation vector fields on elliptic probability spaces, Prob. Theory Related Fields, 106, 1996, no. 4, pp. 447-494.
-
(1996)
Prob. Theory Related Fields
, vol.106
, Issue.4
, pp. 447-494
-
-
Airault, H.1
Malliavin, P.2
-
3
-
-
34250245856
-
Martingales, the Malliavin calculus and hypoellipticity under general Hörmander's conditions
-
[3] J.-M. BISMUT, Martingales, the Malliavin calculus and hypoellipticity under general Hörmander's conditions. Z Wahrsch. Verw. Gebiete, 56, no. 4, 1981, pp. 469-505.
-
(1981)
Z Wahrsch. Verw. Gebiete
, vol.56
, Issue.4
, pp. 469-505
-
-
Bismut, J.-M.1
-
5
-
-
84968505777
-
The first variation of an indefinite Wiener integral
-
[5] R. H. CAMERON, The first variation of an indefinite Wiener integral, Proc. A.M.S., 2, 1951, pp. 914-924.
-
(1951)
Proc. A.M.S.
, vol.2
, pp. 914-924
-
-
Cameron, R.H.1
-
6
-
-
0000769738
-
2: Continuum expectations, lattice convergence, and lassos
-
2: Continuum expectations, lattice convergence, and lassos, Comm. Math. Phys., 123, 1989, pp. 575-616.
-
(1989)
Comm. Math. Phys.
, vol.123
, pp. 575-616
-
-
Driver, B.K.1
-
7
-
-
44049121803
-
A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
-
[7] B. K. DRIVER, A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold, J. of Func. Anal., 110, 1992, pp. 272-376.
-
(1992)
J. of Func. Anal.
, vol.110
, pp. 272-376
-
-
Driver, B.K.1
-
8
-
-
0010951441
-
The Lie bracket of adapted vector fields on Wiener spaces
-
UCSD preprint
-
[8] B. K. DRIVER, The Lie bracket of adapted vector fields on Wiener spaces, UCSD preprint, 1995. To appear in Applied Mathematics and Optimization.
-
(1995)
Applied Mathematics and Optimization
-
-
Driver, B.K.1
-
10
-
-
0011045451
-
Integration by parts and quasi-invariance for heat kernel measures on loop groups
-
December UCSD preprint, 64 pages
-
[10] B. K. DRIVER, Integration by parts and quasi-invariance for heat kernel measures on loop groups, December 1996, UCSD preprint, 64 pages. To appear in J. of Funct. Anal.
-
(1996)
J. of Funct. Anal.
-
-
Driver, B.K.1
-
11
-
-
0002523116
-
Hilbert spaces of holomorphic functions on complex Lie groups
-
K. D. Elworthy, S. Kusuoka, I. Shigekawa Eds., World Scientific, New Jersey
-
[11] B. K. DRIVER and L. GRCSS, Hilbert spaces of holomorphic functions on complex Lie groups, in the Proceedings of the 1994 Taniguchi Symposium in "New Trends in Stochastic Analysis" (K. D. Elworthy, S. Kusuoka, I. Shigekawa Eds.), World Scientific, New Jersey 1997, pp. 76-106.
-
(1997)
Proceedings of the 1994 Taniguchi Symposium in "New Trends in Stochastic Analysis"
, pp. 76-106
-
-
Driver, B.K.1
Grcss, L.2
-
12
-
-
0000768403
-
Integration by parts, homogeneous chaos expansions and smooth densities
-
[12] R. J. ELLIOTT and M. KOHLMANN, Integration by parts, homogeneous chaos expansions and smooth densities. Ann. Probab., 17, no. 1, 1989, pp. 194-207.
-
(1989)
Ann. Probab.
, vol.17
, Issue.1
, pp. 194-207
-
-
Elliott, R.J.1
Kohlmann, M.2
-
13
-
-
0003264261
-
Stochastic differential equations on manifolds
-
Cambridge Univ. Press, London
-
[13] K. D. ELWORTHY, "Stochastic differential equations on manifolds," London Mathematical Society Lecture note Series 70. Cambridge Univ. Press, London, 1982.
-
(1982)
London Mathematical Society Lecture Note Series
, vol.70
-
-
Elworthy, K.D.1
-
14
-
-
0000031706
-
Formulae for the derivatives of heat semigroups
-
[14] K. D. ELWORTHY and Xue-Mei LI, Formulae for the derivatives of heat semigroups, J. of Func. Anal., 125, 1994, pp. 252-286.
-
(1994)
J. of Func. Anal.
, vol.125
, pp. 252-286
-
-
Elworthy, K.D.1
Li, X.-M.2
-
15
-
-
0002621570
-
A class of integration by parts formulae in stochastic analysis I
-
N. Ikeda, S. Watanabe, M. Fukushima, and H. Kunita (Eds.), Springer Verlag, Tokyo
-
[15] K. D. ELWORTHY and Xue-Mei LI, A class of integration by parts formulae in stochastic analysis I, pp. 15-30, in "Itô Stochastic Calculus and Probability Theory," N. Ikeda, S. Watanabe, M. Fukushima, and H. Kunita (Eds.), Springer Verlag, Tokyo, 1996.
-
(1996)
Itô Stochastic Calculus and Probability Theory
, pp. 15-30
-
-
Elworthy, K.D.1
Li, X.-M.2
-
17
-
-
58149364652
-
Towards a Riemannian geometry on the path space over a Riemannian manifold
-
[17] O. ENCHEV and D. W. STROOCK, Towards a Riemannian geometry on the path space over a Riemannian manifold. J. Funct. Anal., 134, 1995, no. 2, pp. 392-416.
-
(1995)
J. Funct. Anal.
, vol.134
, Issue.2
, pp. 392-416
-
-
Enchev, O.1
Stroock, D.W.2
-
18
-
-
0000145028
-
Inégalité du type de poincaré sur l'espace des chemins riemanniens
-
[18] S. FANG, Inégalité du type de Poincaré sur l'espace des chemins riemanniens. (French) [Poincare-type inequality on a Riemannian path space] C. R. Acad. Sci. Paris Sér. I Math., 318, 1994, no. 3, pp. 257-260.
-
(1994)
C. R. Acad. Sci. Paris Sér. I Math.
, vol.318
, Issue.3
, pp. 257-260
-
-
Fang, S.1
-
19
-
-
0001266098
-
Stochastic anticipative integrals on a Riemannian manifold
-
[19] S. FANG, Stochastic anticipative integrals on a Riemannian manifold. J. Funct. Anal., 131, 1995, no. 1, pp. 228-253.
-
(1995)
J. Funct. Anal.
, vol.131
, Issue.1
, pp. 228-253
-
-
Fang, S.1
-
20
-
-
38248998522
-
Stochastic analysis on the path space of a Riemannian manifold. I. Markovian stochastic calculus
-
[20] S. FANG and P. MALLIAVIN, Stochastic analysis on the path space of a Riemannian manifold. I. Markovian stochastic calculus, J. Funct. Anal., 118, no. 1, 1993, pp. 249-274.
-
(1993)
J. Funct. Anal.
, vol.118
, Issue.1
, pp. 249-274
-
-
Fang, S.1
Malliavin, P.2
-
21
-
-
0001668970
-
Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
-
[21] E. P. HSU, Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold. J. Funct. Anal., 134, no. 2. 1995, pp. 417-450.
-
(1995)
J. Funct. Anal.
, vol.134
, Issue.2
, pp. 417-450
-
-
Hsu, E.P.1
-
22
-
-
0010985772
-
Flows and quasi-invariance of the Wiener measure on path spaces. Stochastic analysis (Ithaca, NY, 1993)
-
Amer. Math. Soc., Providence, RI
-
[22] E. P. HSU, Flows and quasi-invariance of the Wiener measure on path spaces. Stochastic analysis (Ithaca, NY, 1993), 265-279, Proc. Sympos. Pure Math., 57, Amer. Math. Soc., Providence, RI, 1995.
-
(1995)
Proc. Sympos. Pure Math.
, vol.57
, pp. 265-279
-
-
Hsu, E.P.1
-
23
-
-
0010999220
-
Inégalités de Sobolev logarithmiques sur un espace de chemins
-
[23] E. P. HSU, Inégalités de Sobolev logarithmiques sur un espace de chemins. (French) [Logarithmic Sobolev inequalities on path spaces] C. R. Acad. Sci. Paris Sér. I Math., 320, no. 8, 1995, pp. 1009-1012.
-
(1995)
C. R. Acad. Sci. Paris Sér. I Math.
, vol.320
, Issue.8
, pp. 1009-1012
-
-
Hsu, E.P.1
-
25
-
-
0003248250
-
Stochastic differential equations and diffusion processes
-
North-Holland Publishing Co., Amsterdam-New York; Kodansha, Ltd., Tokyo
-
[25] N. IKEDA and S. WATANABE, "Stochastic differential equations and diffusion processes," North-Holland Mathematical Library, 24. North-Holland Publishing Co., Amsterdam-New York; Kodansha, Ltd., Tokyo, 1981.
-
(1981)
North-Holland Mathematical Library
, vol.24
-
-
Ikeda, N.1
Watanabe, S.2
-
26
-
-
0004341311
-
-
Interscience Publishers (John Wiley and Sons), New York/London
-
[26] KOBAYASHI and NOMIZU, "Foundations of differential geometry, Vols. 1.," Interscience Publishers (John Wiley and Sons), New York/London, 1963.
-
(1963)
Foundations of Differential Geometry
, vol.1
-
-
Kobayashi1
Nomizu2
-
27
-
-
0000252704
-
Integration by parts formulas and rotationally invariant Sobolev calculus on free loop spaces
-
[27] R. LEANDRE, Integration by parts formulas and rotationally invariant Sobolev calculus on free loop spaces, J. of Geometry and Physics, 11, 1993, pp. 517-528.
-
(1993)
J. of Geometry and Physics
, vol.11
, pp. 517-528
-
-
Leandre, R.1
-
30
-
-
0000071236
-
Integration on loop groups. I. Quasi invariant measures, quasi invariant integration on loop groups
-
[30] M.-P. MALLIAVIN and P. MALLIAVIN, Integration on loop groups. I. Quasi invariant measures, Quasi invariant integration on loop groups, J. of Funct. Anal., 93, 1990, pp. 207-237.
-
(1990)
J. of Funct. Anal.
, vol.93
, pp. 207-237
-
-
Malliavin, M.-P.1
Malliavin, P.2
-
31
-
-
0001918078
-
Integration on loop group III, asymptotic Peter-Weyl orthogonality
-
[31] M.-P. MALLIAVIN and P. MALLIAVIN, Integration on loop group III, Asymptotic Peter-Weyl orthogonality, J. of Funct. Anal., 108, 1992, pp. 13-46.
-
(1992)
J. of Funct. Anal.
, vol.108
, pp. 13-46
-
-
Malliavin, M.-P.1
Malliavin, P.2
-
32
-
-
0000397566
-
Seminaire de probabilites XX 1984/85
-
ed. par J. Azema et M. Yor, Springer-Verlag, Berlin
-
[32] J. R. NORRIS, Simplified Malliavin calculus, Seminaire de Probabilites XX 1984/85 (ed. par J. Azema et M. Yor), Lect. Notes in Math., 1204, Springer-Verlag, Berlin, 1986, pp. 101-130.
-
(1986)
Lect. Notes in Math.
, vol.1204
, pp. 101-130
-
-
Norris, J.R.1
-
33
-
-
58149364016
-
Twisted sheets
-
[33] J. R. NORRIS, Twisted Sheets, J. Funct. Anal., 132, 1995, pp. 273-334.
-
(1995)
J. Funct. Anal.
, vol.132
, pp. 273-334
-
-
Norris, J.R.1
-
34
-
-
0000337964
-
An estimate on the Hessian of the heat kernel
-
Ikeda, Watanabe, Fukushima, and Kunita (Eds.), Springer-Verlag, Berlin/Heidelberg/New York
-
[34] D. W. STROOCK, An estimate on the Hessian of the heat kernel, pp. 355-372 in "Itô Stochastic Calculus and Probability Theory," Ikeda, Watanabe, Fukushima, and Kunita (Eds.), Springer-Verlag, Berlin/Heidelberg/New York, 1996.
-
(1996)
Itô Stochastic Calculus and Probability Theory
, pp. 355-372
-
-
Stroock, D.W.1
-
35
-
-
0011026416
-
Upper bounds on derivatives of the logarithm of the heat kernel
-
preprint, July
-
[35] D. W. STROOCK and J. TURETSKY, Upper bounds on derivatives of the logarithm of the heat kernel, M.I.T. preprint, July 1996.
-
(1996)
M.I.T.
-
-
Stroock, D.W.1
Turetsky, J.2
-
36
-
-
0010985214
-
Short time behavior of logarithmic derivatives of the heat kernel
-
preprint, December
-
[36] D. W. STROOCK and J. TURETSKY, Short time behavior of logarithmic derivatives of the heat kernel, M.I.T. preprint, December 1996.
-
(1996)
M.I.T.
-
-
Stroock, D.W.1
Turetsky, J.2
-
37
-
-
0001700621
-
Variations on a theme by Bismut
-
[37] D. W. STROOCK and O. ZEITOUNI, Variations on a theme by Bismut, Astérisque, 236, 1996, pp. 291-301.
-
(1996)
Astérisque
, vol.236
, pp. 291-301
-
-
Stroock, D.W.1
Zeitouni, O.2
-
40
-
-
0002684408
-
Stochastic calculus of variation and hypoelliptic operators
-
1976, Wiley and Sons, New York
-
|M1| P. MALLIAVIN, Stochastic calculus of variation and hypoelliptic operators. Proc. Int. Symp. S.D.E. Kyoto, 1976, pp. 195-264, Wiley and Sons, New York, 1978.
-
(1978)
Proc. Int. Symp. S.D.E. Kyoto
, pp. 195-264
-
-
Malliavin, P.1
|