Curved Wiener Space Analysis

Curved Wiener Space Analysis
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弯曲维纳空间分析

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发表时间:
2004
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通讯作者:
B. Driver
B. Driver
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作者:
B. Driver

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这些笔记的目的是首先提供一些基本的背景黎曼几何和随机微积分的流形,然后涵盖一些最近的发展有关的分析“弯曲维纳空间”。基本上没有微分几何是假设,但是,它是假设读者是舒适的随机微积分和微分方程的欧几里德空间。以下是对下文所述内容的简要说明。
The purpose of these notes is to first provide some basic background to Riemannian geometry and stochastic calculus on manifolds and then to cover some of the more recent developments pertaining to analysis on “curved Wiener spaces.” Essentially no differential geometry is assumed, however, it is assumed that the reader is comfortable with stochastic calculus and differential equations on Euclidean spaces. Here is a brief description of what will be covered in the text below.