Geometric stochastic analysis on path spaces
- Autores: K. David Elworthy, Xue-Mei Li
- Localización: Proceedings oh the International Congress of Mathematicians: Madrid, August 22-30,2006 : invited lectures / coord. por Marta Sanz Solé, Javier Soria de Diego, Juan Luis Varona Malumbres, Joan Verdera, Vol. 3, 2006, ISBN 978-3-03719-022-7, págs. 575-594
- Idioma: inglés
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Resumen
An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with �Brownian motion� measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths of finite energy. An introduction describes the background for paths on Rm and Malliavin calculus. For manifold valued paths the approach is to use �Itô� maps of suitable stochastic differential equations as charts. �Suitability� involves the connection determined by the stochastic differential equation. Some fundamental open problems concerning the calculus and the resulting �Laplacian� are described. A theory for more general diffusion measures is also briefly indicated. The same method is applied as an approach to getting over the fundamental difficulty of defining exterior differentiation as a closed operator, with success for one and two forms leading to a Hodge�Kodaira operator and decomposition for such forms. Finally there is a brief description of some related results for loop spaces.
