Integration by parts for heat kernel measures revisited

被引:32
作者
Driver, BK
机构
[1] Department of Mathematics, 0112, University of California, San Diego, San Diego
来源
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES | 1997年 / 76卷 / 08期
基金
美国国家科学基金会;
关键词
D O I
10.1016/S0021-7824(97)89966-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Stochastic calculus proofs of the integration by parts formula for cylinder functions of parallel translation on the Wiener space of a compact Riemannian manifold (M) are given. These formulas are used to prove a new probabilistic formula for the logarithmic derivative of the heat kernel on M. This new formula is well suited for generalizations to infinite dimensional manifolds.
引用
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页码:703 / 737
页数:35
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