Transactions of the American Mathematical Society · 2004 · 14 citations · 9 references
EngineeringBusiness EconomicsStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesRiemannian GeometryStochastic CalculusDiffusionsRiemannian MetricSecond-order MomentUnbounded Operators
A class of diffusion processes on the path space over a compact Riemannian manifold is constructed. The diffusion of such a process is governed by an unbounded operator. A representation of the associated generator is derived and the existence of a certain local second moment is shown.
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<i>Stochastic Dynamical Systems</i>
Joseph Honerkamp, James D. Meiss · Physics Today · 1994 · 272 citations