Le processus d'Ornstein-Uhlenbeck sur l'espace des chemins riemanniens et le problème des martingales

Journal of Functional Analysis

Volumn 144, Issue 1, 1997, Pages 20-45

  Kazumi, Tetsuya ^a  

^a Osaka Prefecture University   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031568635     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfan.1996.2988     Document Type: Article

References (9)

1. 1. H. Airault, Projection of the infinitesimal generator of a diffusion, J. Funct. Anal. 35 (1989), 353-391.
2. 2. H. Airault and P. Malliavin, Semimartingales with values in a Euclidian vector bundle and Ocone's formula on a Riemannian manifold, in "Proceedings of Symposia in Pure Math." (M. C. Cranston and M. A. Pinsky, Eds.), Vol. 57, pp. 175-192, 1995.
3. 3. A. B. Cruzeiro et P. Malliavin, Repère mobile et géométrique riemannienne sur les espaces de chemins, C. R. Acad. Sci. Paris 319 (1994), 859-864.
4. 4. A. B. Cruzeiro et P. Malliavin, Courbure de l'espace de probabilités d'un mouvement brownien riemannien, C. R. Acad. Sci. Paris 320 (1995), 603-607.
5. 5. A. B. Cruzeiro and P. Malliavin, Curvatures of path spaces and stochastic analysis, preprint Mittag Leffler, 1995.
6. 6. J. M. Bismut, "Large Deviation and Malliavin Calculus," Birkhäuser, Boston/Basel, 1984.
7. 7. Davies, "One-parameter Semigroups," Acadenic Press, New York, 1980.
8. 8. B. K. Driver, A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact manifold, J. Funct. Anal. 110 (1992), 272-376.
9. 9. B. K. Driver and M. Röckner, Construction of diffusions on path and loop spaces of compact Riemannian manifolds, C. R. Acad. Sci. Paris 315 (1992), 603-602.