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A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion

Author: Jörg-Uwe Löbus
Translated by:
Journal: Trans. Amer. Math. Soc. 356 (2004), 3751-3767
MSC (2000): Primary 60J60; Secondary 58J65
Published electronically: January 13, 2004
MathSciNet review: 2055753
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Abstract: A class of diffusion processes on the path space over a compact Riemannian manifold is constructed. The diffusion of such a process is governed by an unbounded operator. A representation of the associated generator is derived and the existence of a certain local second moment is shown.

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Additional Information

Jörg-Uwe Löbus
Affiliation: Department of Mathematics and Computer Science, University of Jena, D-07740 Jena, Germany
Address at time of publication: Department of Mathematical Sciences, University of Delaware, 501 Ewing Hall, Newark, Delaware 19716-2553

Keywords: Path space over a compact Riemannian manifold, diffusion process, unbounded diffusion, generator, local second moment
Received by editor(s): October 1, 2002
Received by editor(s) in revised form: June 15, 2003
Published electronically: January 13, 2004
Additional Notes: This work was carried out while the author was a visitor of the Department of Mathematics at Northwestern University, Evanston, Illinois
Article copyright: © Copyright 2004 American Mathematical Society

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