6533b85afe1ef96bd12b8c7e

RESEARCH PRODUCT

Stochastic anticipative calculus on the path space over a compact Riemannian manifold

Shizan Fang

subject

Mathematics(all)General MathematicsApplied MathematicsMathematical analysisMarkov processDerivativeExpression (computer science)Riemannian manifoldConnection (mathematics)symbols.namesakeTorsion tensorMathematics::ProbabilitysymbolsPath spaceCommutationMathematics

description

Abstract In this paper, we shall first give another expression for Cruzeiro-Malliavin structure equation, by means of the Skorohod integral. The torsion tensor with respect to the Markovian connection used in [CF] is computed. This is the key step to establish a Stroock-like formula of commutation on the derivative of the Skorohod integral, which enables us to prove an Ito formula. As an application, we shall give a maximal inequality for Skorohod integrals following [AN2].

yearjournalcountryeditionlanguage
1998-03-01Journal de Mathématiques Pures et Appliquées
10.1016/s0021-7824(98)80070-6http://dx.doi.org/10.1016/s0021-7824(98)80070-6