Article ID Journal Published Year Pages File Type
9495399 Journal of Functional Analysis 2005 20 Pages PDF
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
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