The lie bracket of adapted vector fields on Wiener spaces

被引:15
作者
Driver, BK [1 ]
机构
[1] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA
关键词
Wiener measure; Ito development map; Lie bracket; integration by parts;
D O I
10.1007/s002459900103
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let W(M) be the based (at o is an element of M) path space of a compact Riemannian manifold M equipped with Wiener measure nu. This paper is devoted to considering vector fields on W(M) of the form X-s(h)(sigma) = P-s(sigma)h(s)(sigma) where P-s(sigma) denotes stochastic parallel translation up to time s along a Wiener path sigma is an element of W(M) and {h(s)}(s is an element of[0,1]) is an adapted ToM-valued process on W(M). It is shown that there is a large class of processes it (called adapted vector fields) for which we may view X-h as first-order differential operators acting on functions on W(M). Moreover, if h and k are two such processes, then the commutator of X-h with X-k is again a vector field on W(M) of the same form.
引用
收藏
页码:179 / 210
页数:32
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