Search results for "Path space"

A probabilistic Weitzenböck formula on Riemannian path space

2000

Analysis on free Riemannian path spaces

2005

Abstract The gradient operator is defined on the free path space with reference measure P μ , the law of the Brownian motion on the base manifold with initial distribution μ, where μ has strictly positive density w.r.t. the volume measure. The formula of integration by parts is established for the underlying directional derivatives, which implies the closability of the gradient operator so that it induces a conservative Dirichlet form on the free path space. The log-Sobolev inequality for this Dirichlet form is established and, consequently, the transportation cost inequality is obtained for the associated intrinsic distance.

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

1998

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].

Transportation-cost inequality on path spaces with uniform distance

2008

Abstract Let M be a complete Riemannian manifold and μ the distribution of the diffusion process generated by 1 2 ( Δ + Z ) where Z is a C 1 -vector field. When Ric − ∇ Z is bounded below and Z has, for instance, linear growth, the transportation-cost inequality with respect to the uniform distance is established for μ on the path space over M . A simple example is given to show the optimality of the condition.

A Path-Integral Approach to the Cameron-Martin-Maruyama-Girsanov Formula Associated to a Bilaplacian

2012

We define the Wiener product on a bosonic Connes space associated to a Bilaplacian and we introduce formal Wiener chaos on the path space. We consider the vacuum distribution on the bosonic Connes space and show that it is related to the heat semigroup associated to the Bilaplacian. We deduce a Cameron-Martin quasi-invariance formula for the heat semigroup associated to the Bilaplacian by using some convenient coherent vector. This paper enters under the Hida-Streit approach of path integral.