Abstract
Stochastic calculus of variation on a Lie group: Reduced variation and adjoint representation — Path groups: left infinitesimal quasi-invariance of Wiener measure — Path group on a compact Lie group — Orthonormal frame bundles over a Riemannian manifold: Levi-Civita parallelism, structure equations — Lifting to the frame bundle of the Riemannian diffusion: the stochastic parallel displacement — The horizontal stochastic flow, determination of its Jacobian on a Riemannian diffusion — Invariance of Brownian motion by orthogonal transformations — Tangent processes — Stochastic analysis on the path space of a Riemannian manifold: Twisted differential, Clark-Bismut-Ocone representation — Harnack estimates via the reduced variation — Loop spaces.
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© 1997 Springer-Verlag Berlin Heidelberg
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Malliavin, P. (1997). Path Spaces and Their Tangent Spaces. In: Stochastic Analysis. Grundlehren der mathematischen Wissenschaften, vol 313. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15074-6_11
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DOI: https://doi.org/10.1007/978-3-642-15074-6_11
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-15073-9
Online ISBN: 978-3-642-15074-6
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