Divergence theorems in path space |
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Authors: | Denis Bell |
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Affiliation: | Department of Mathematics, University of North Florida, 4567 St. Johns Bluff Road South, Jacksonville, FL 32224, USA |
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Abstract: | ![]() We obtain divergence theorems on the solution space of an elliptic stochastic differential equation defined on a smooth compact finite-dimensional manifold M. The resulting divergences are expressed in terms of the Ricci curvature of M with respect to a natural metric on M induced by the stochastic differential equation. The proofs of the main theorems are based on the lifting method of Malliavin together with a fundamental idea of Driver. |
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Keywords: | Elliptic stochastic differential equation Compact manifold Integration by parts formula Divergence theorem Path space |
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