A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion
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- by Jörg-Uwe Löbus
- Trans. Amer. Math. Soc. 356 (2004), 3751-3767
- DOI: https://doi.org/10.1090/S0002-9947-04-03439-7
- Published electronically: January 13, 2004
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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.References
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Bibliographic 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
- MR Author ID: 230718
- Email: loebus@math.udel.edu
- 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
- © Copyright 2004 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 356 (2004), 3751-3767
- MSC (2000): Primary 60J60; Secondary 58J65
- DOI: https://doi.org/10.1090/S0002-9947-04-03439-7
- MathSciNet review: 2055753