A Girsanov type theorem on the path space over a compact Riemannian manifold

Stochastic Analysis and Applications

Volumn 25, Issue 3, 2007, Pages 667-678

  Zhang, Jingxiao ^a   Kannan, D ^b  

^a RENMIN UNIVERSITY OF CHINA   (China)

^b UNIVERSITY OF GEORGIA   (United States)

Author keywords

Girsanov theorem; Path space

Indexed keywords

EID: 34248356757     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990701283003     Document Type: Article

References (6)

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2. Enchev, O., and Stroock, D.W. 1995. Towards a Riemannian geometry on the space over a riemannian manifold. J. Funct. Anal. 134:392-416.
3. Fang, S., and Malliavin, P. 1993. Stochastic analysis on the path space of Riemannian manifold. J. Funct. Anal. 118:249-274.
4. Hsu, E.P. 1995. Quasi-invariance of the Wiener measures on path space over a compact Riemannian manifold. J. Funct. Anal. 134:417-450.
5. Hsu, E.P. 1980. Flows and quasi-invariance of the Wiener measures on path spaces. In Proceedings of Symposia on Pure Mathematics. Cranston, M.C. and Pinsky, M.A. (eds.), Stochastic Analysis, Vol. 157. American Mathematical Society, Providence, RI, pp. 265-280.
6. Stroock, D.W. 2000. An Introduction to the Analysis of Paths on a Riemannian Manifold. Math, Surveys and Monographs, Vol. 74. American Mathematical Society.