Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9495399 | Journal of Functional Analysis | 2005 | 20 Pages |
Abstract
We obtain divergence theorems on the solution space of an elliptic stochastic differential equation defined on a smooth compact finite-dimensional manifold M. The resulting divergences are expressed in terms of the Ricci curvature of M with respect to a natural metric on M induced by the stochastic differential equation. The proofs of the main theorems are based on the lifting method of Malliavin together with a fundamental idea of Driver.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Denis Bell,