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Volumn 309, Issue 2, 1997, Pages 331-339

Integration by parts in loop spaces

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EID: 0041159082     PISSN: 00255831     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002080050115     Document Type: Article
Times cited : (14)

References (9)
  • 1
    • 68349144294 scopus 로고
    • A Cameron-Martin type of quasiinvarance for the Brownian motion on a compact manifold
    • Driver, B.: A Cameron-Martin type of quasiinvarance for the Brownian motion on a compact manifold. J. Funct. Anal., 110 (1992), 237-376.
    • (1992) J. Funct. Anal. , vol.110 , pp. 237-376
    • Driver, B.1
  • 2
    • 0542412598 scopus 로고
    • A Cameron-Martin type of quasiinvarance theorem for pinned Brownian motion on a compact manifold
    • Driver, B.: A Cameron-Martin type of quasiinvarance theorem for pinned Brownian motion on a compact manifold. TAMS, 342, No. 1 (1994), 375-395.
    • (1994) TAMS , vol.342 , Issue.1 , pp. 375-395
    • Driver, B.1
  • 3
    • 58149364652 scopus 로고
    • Towards a Riemannian geometry on the path space over a Riemannian manifold
    • Enchev, O., Stroock, D. W.: Towards a Riemannian geometry on the path space over a Riemannian manifold. J. Funct. Anal., 134 (1995).
    • (1995) J. Funct. Anal. , vol.134
    • Enchev, O.1    Stroock, D.W.2
  • 5
    • 0001668970 scopus 로고
    • Quasiinvariance of the Wiener measure and integration by parts in the path space over a compact Riemannian manifold
    • Hsu, E. P.: Quasiinvariance of the Wiener measure and integration by parts in the path space over a compact Riemannian manifold. J. Funct. Anal., 134 (1995), 417-450.
    • (1995) J. Funct. Anal. , vol.134 , pp. 417-450
    • Hsu, E.P.1
  • 6
    • 0039148379 scopus 로고
    • Stochastic Gauss-Bonnet-Chern formula
    • Hsu, E. P.: Stochastic Gauss-Bonnet-Chern formula. J. Theoret. Probability (1995).
    • (1995) J. Theoret. Probability
    • Hsu, E.P.1
  • 8
    • 0000189968 scopus 로고
    • Some estimates of the transition density function of a nondegenerate diffusion Markov process
    • Sheu, S.-Y.: Some estimates of the transition density function of a nondegenerate diffusion Markov process. Annals of Probability, 19, No. 2 (1991), 538-561.
    • (1991) Annals of Probability , vol.19 , Issue.2 , pp. 538-561
    • Sheu, S.-Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.