A class of anticipative tangent processes on the Wiener space;Une classe de processus tangents anticipatifs sur l'espace de Wiener

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 333, Issue 4, 2001, Pages 353-358

  Cruzeiro, Ana Bela ^a   Malliavin, Paul ^b  

^a UNIVERSITY OF LISBON   (Portugal)

^b 10 Rue S Louis en l'Ile 75004 ^*  (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042369905     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(01)02055-9     Document Type: Article

References (11)

1. Bismut J.-M. Large Deviations and the Malliavin Calculus. 1984.
2. Cipriano F., Cruzeiro A.B. Flows associated to tangent processes on the Wiener space. J. Funct. Anal. 166:1999;310-331.
3. Cruzeiro A.B., Malliavin P. Renormalized differential geometry on path space, structural equation, curvature. J. Funct. Anal. 139:1996;119-181.
4. Cruzeiro A.B., Malliavin P. Energy identities and estimates for anticipative stochastic integrals on a Riemannian manifold. Stochastic Anal. and Rel. Topics. 42:1998;221-234 Birkhäuser.
5. Cruzeiro A.B., Malliavin P. Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry. J. Funct. Anal. 177:2000;219-253.
6. Driver B. A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact manifold. J. Funct. Anal. 110:1992;272-376.
7. Fang S., Malliavin P. Stochastic analysis on the path space of a Riemannian manifold. J. Funct. Anal. 118:1993;249-274.
8. Hu Y., Ustunel A.S., Zakai M., Tangent processes on Wiener space, Preprint.
9. Malliavin P. Formule de la moyenne, calcul de perturbations et théorème d'annulation pour les formes harmoniques. J. Funct. Anal. 1:1974;274-291.
10. Nualart D., Pardoux E. Stochastic calculus with anticipating integrands. Prob. Th. and Rel. Fields. 1988;535-581.
11. Prat J.-J., Privault N. Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds. J. Funct. Anal. 167:1999;201-242.