Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space

Xicheng Zhang

doi:10.1016/j.bulsci.2004.02.001

Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space

Xicheng Zhang^*

^*Corresponding author for this work

Huazhong University of Science and Technology

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we give a representation formula for the heat semigroup on adapted vector fields by the horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space.

Original language	English
Pages (from-to)	333-340
Number of pages	8
Journal	Bulletin des Sciences Mathematiques
Volume	128
Issue number	5
DOIs	https://doi.org/10.1016/j.bulsci.2004.02.001
Publication status	Published - Jun 2004
Externally published	Yes

Keywords

Heat semigroup
Horizontal lift
Ornstein-Uhlenbeck process
Riemannian path space

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10.1016/j.bulsci.2004.02.001

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title = "Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space",

abstract = "In this paper we give a representation formula for the heat semigroup on adapted vector fields by the horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space.",

keywords = "Heat semigroup, Horizontal lift, Ornstein-Uhlenbeck process, Riemannian path space",

author = "Xicheng Zhang",

year = "2004",

month = jun,

doi = "10.1016/j.bulsci.2004.02.001",

language = "English",

volume = "128",

pages = "333--340",

journal = "Bulletin des Sciences Mathematiques",

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N2 - In this paper we give a representation formula for the heat semigroup on adapted vector fields by the horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space.

AB - In this paper we give a representation formula for the heat semigroup on adapted vector fields by the horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space.

KW - Heat semigroup

KW - Horizontal lift

KW - Ornstein-Uhlenbeck process

KW - Riemannian path space

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U2 - 10.1016/j.bulsci.2004.02.001

DO - 10.1016/j.bulsci.2004.02.001

M3 - Article

AN - SCOPUS:2342471919

SN - 0007-4497

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SP - 333

EP - 340

JO - Bulletin des Sciences Mathematiques

JF - Bulletin des Sciences Mathematiques

IS - 5

ER -

Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space

Abstract

Keywords

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