1. School of Mathematical Sciences, Peking University, Beijing 100871, China;Zhuzhou Institute of Technology, Zhuzhou 412008, China 2. Department of Mathematics, Hunan Normal University, Changsha 410081, China
Abstract:
A stochastic holonomy along a loop obtained from the OU process on the path space over a compact Riemannian manifold is computed.
The result shows that the stochastic holonomy just gives the parallel transport with respect to the Markov connection along
the OU process on the path space