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^*

^*此作品的通讯作者

Huazhong University of Science and Technology

科研成果: 期刊稿件 › 文章 › 同行评审

摘要

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.

源语言	英语
页（从-至）	333-340
页数	8
期刊	Bulletin des Sciences Mathematiques
卷	128
期	5
DOI	https://doi.org/10.1016/j.bulsci.2004.02.001
出版状态	已出版 - 6月 2004
已对外发布	是

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10.1016/j.bulsci.2004.02.001

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@article{f6ca5210489646228b41c0bf89abef21,

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",

issn = "0007-4497",

publisher = "Elsevier Masson s.r.l.",

number = "5",

}

TY - JOUR

T1 - Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space

AU - Zhang, Xicheng

PY - 2004/6

Y1 - 2004/6

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

UR - https://www.scopus.com/pages/publications/2342471919

U2 - 10.1016/j.bulsci.2004.02.001

DO - 10.1016/j.bulsci.2004.02.001

M3 - Article

AN - SCOPUS:2342471919

SN - 0007-4497

VL - 128

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

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