메뉴 건너뛰기




Volumn 109, Issue 1, 1997, Pages 77-99

Diffusions on path and loop spaces: Existence, finite dimensional approximation and Hölder continuity

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0041108552     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050126     Document Type: Article
Times cited : (9)

References (23)
  • 1
    • 0010950066 scopus 로고
    • Construction of a rotational invariant diffusion on the free loop space
    • Série 1
    • Albeverio, S., Leandre, R., Röckner, M.: Construction of a rotational invariant diffusion on the free loop space. C. R. Acad. Sci. Paris t.315, Série 1 287-292 (1993)
    • (1993) C. R. Acad. Sci. Paris , vol.315 , pp. 287-292
    • Albeverio, S.1    Leandre, R.2    Röckner, M.3
  • 4
    • 44049121803 scopus 로고
    • A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
    • Driver, B.K.: A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold. J. Funct. Anal. 110, 272-386 (1992)
    • (1992) J. Funct. Anal. , vol.110 , pp. 272-386
    • Driver, B.K.1
  • 5
    • 0542412598 scopus 로고
    • A Cameron-Martin type quasi-invariance theorem for pinned Brownian motion on a compact Riemannian manifold
    • Driver, B.K.: A Cameron-Martin type quasi-invariance theorem for pinned Brownian motion on a compact Riemannian manifold. Trans. Am. Math. Soc. 342, No.1, 375-395 (1994)
    • (1994) Trans. Am. Math. Soc. , vol.342 , Issue.1 , pp. 375-395
    • Driver, B.K.1
  • 6
    • 0001010672 scopus 로고
    • Construction of diffusions on path and loop spaces of compact Riemannian manifolds
    • Série 1
    • Driver, B.K., Röckner, M.: Construction of diffusions on path and loop spaces of compact Riemannian manifolds. C. R. Acad. Sci. Paris t.315, Série 1 603-608 (1992)
    • (1992) C. R. Acad. Sci. Paris , vol.315 , pp. 603-608
    • Driver, B.K.1    Röckner, M.2
  • 9
    • 58149364652 scopus 로고
    • Towards a Riemannian geometry on the path space over a Riemannian manifold
    • Enchev, O., Stroock, D.: Towards a Riemannian geometry on the path space over a Riemannian manifold. J. Funct. Anal. 134, 392-416 (1995)
    • (1995) J. Funct. Anal. , vol.134 , pp. 392-416
    • Enchev, O.1    Stroock, D.2
  • 11
    • 38248998522 scopus 로고
    • Stochastic analysis on the path space of a Riemannian manifold. I. Markovian stochastic calculus
    • Fang, S., Malliavin P.: Stochastic analysis on the path space of a Riemannian manifold. I. Markovian stochastic calculus. J. Funct. Anal. 118, 249-273 (1993)
    • (1993) J. Funct. Anal. , vol.118 , pp. 249-273
    • Fang, S.1    Malliavin, P.2
  • 13
    • 0031568635 scopus 로고    scopus 로고
    • Le processus d'ornstein-uhlenbeck sur l'espace des chemins riemanniens et le problème des martingales
    • Kazumi T.: Le processus d'Ornstein-Uhlenbeck sur l'espace des chemins riemanniens et le problème des martingales. J. Funct. Anal. 144, 20-45 (1997)
    • (1997) J. Funct. Anal. , vol.144 , pp. 20-45
    • Kazumi, T.1
  • 14
    • 0040896553 scopus 로고    scopus 로고
    • Weak convergence of symmetric diffusion processes
    • Preprint, to appear
    • Kuwae, K., Uemura T.: Weak convergence of symmetric diffusion processes. Preprint, to appear in Probab. Th. Rel. Fields
    • Probab. Th. Rel. Fields
    • Kuwae, K.1    Uemura, T.2
  • 16
    • 0000362483 scopus 로고
    • Decomposition of Dirichlet processes and its applications
    • Lyons, T., Zhang T.S.: Decomposition of Dirichlet processes and its applications, Ann. Probab. 22:1, 494-524 (1994)
    • (1994) Ann. Probab. , vol.22 , Issue.1 , pp. 494-524
    • Lyons, T.1    Zhang, T.S.2
  • 17
  • 19
    • 0000071236 scopus 로고
    • Integration on loop groups. I. Quasi invariant measures, quasi invariant integration on loop groups
    • Malliavin, M.P., Malliavin, M.: Integration on loop groups. I. Quasi invariant measures, quasi invariant integration on loop groups. J. Funct. Anal. 93, 207-237 (1990)
    • (1990) J. Funct. Anal. , vol.93 , pp. 207-237
    • Malliavin, M.P.1    Malliavin, M.2
  • 20
    • 0011004009 scopus 로고
    • Quasi-regular Dirichlet forms: Examples and counterexamples
    • Röckner, M., Schmuland, B.: Quasi-regular Dirichlet forms: examples and counterexamples. Canad. J. Math. 47 (1), 165-200 (1995)
    • (1995) Canad. J. Math. , vol.47 , Issue.1 , pp. 165-200
    • Röckner, M.1    Schmuland, B.2
  • 21
    • 0008980670 scopus 로고    scopus 로고
    • Finite dimensional approximation of diffusion processes on infinite dimensional spaces
    • Röckner, M., Zhang, T.S.: Finite dimensional approximation of diffusion processes on infinite dimensional spaces. Stoch. Stoch. Rep. 57, 37-55 (1996)
    • (1996) Stoch. Stoch. Rep. , vol.57 , pp. 37-55
    • Röckner, M.1    Zhang, T.S.2
  • 22
    • 0040208387 scopus 로고
    • Dirichlet forms with polynomial domain
    • Schmuland, B.: Dirichlet forms with polynomial domain, Math. Japonica 37, No. 6 1015-1024 (1992)
    • (1992) Math. Japonica , vol.37 , Issue.6 , pp. 1015-1024
    • Schmuland, B.1
  • 23
    • 0000659593 scopus 로고
    • An introduction to stochastic partial differential equations
    • Springer
    • Walsh J.B.: An introduction to stochastic partial differential equations, Ecole d'été de Probabilités de Saint Flour XIV. Springer LNM 1180, 265-439 (1984)
    • (1984) Ecole d'Été de Probabilités de Saint Flour XIV , vol.1180 LNM , pp. 265-439
    • Walsh, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.