Diffusions on path and loop spaces: existence, finite dimensional approximation and Hölder continuity |
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| Authors: | Andreas Eberle |
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| Institution: | Fakult?t für Mathematik, Universit?t Bielefeld, Postfach 10 01 31, D-33501 Bielefeld, Germany (eberle@mathematik.uni-bielefeld.de), DE
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| Abstract: | Summary. We construct Ornstein–Uhlenbeck processes and more general diffusion processes on path and loop spaces of Riemannian manifolds
by finite dimensional approximation. We also show H?lder continuity of the sample paths w.r.t. the supremum norm. The proofs
are based on the Lyons–Zheng decomposition.
Received: 6 September 1996 / In revised form: 1 April 1997 |
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| Keywords: | AMS Subject Classification (1996): Primary: 58G32 Secondary: 60J60 60G17 60B10 31C25 58B99 |
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