STOCHASTIC ANTICIPATIVE INTEGRALS ON A RIEMANNIAN MANIFOLD

被引:15
作者
FANG, SZ
机构
[1] Univ Paris 06, F 75232 Paris 05, France, 4 PL Jussieu
关键词
D O I
10.1006/jfan.1995.1088
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We shall use the Nualart-Pardoux approach to the Skorohod integral on Rd to construct the divergence operator on the path space over a Riemannian manifold. The Cruzeiro-Malliavin structure equation on the path space is crucial for us to obtain the energy inequality. (C) 1995 Academic Press, Inc.
引用
收藏
页码:228 / 253
页数:26
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