Related papers: Stochastic manifolds

We study Malliavin differentiability of solutions to sub-critical singular parabolic stochastic partial differential equations (SPDEs) and we prove the existence of densities for a class of singular SPDEs. Both of these results are…

Optimal paths for the classical Onsager-Machlup function determining most probable paths between points on a manifold are only explicitly identified for specific processes, for example the Riemannian Brownian motion. This leaves out large…

We develop the foundations of Algebraic Stochastic Calculus, with an aim to replacing what is typically referred to as Stochastic Calculus by a purely categorical version thereof. We first give a sheaf theoretic reinterpretation of…

We introduce a framework for stochastic differential equations (SDEs) with interaction on compact, connected, $d$-dimensional manifolds. For SDEs whose drift and diffusion coefficients may depend on both the state variable and the empirical…

This article provides a pedagogically oriented introduction to geometric (Clifford) calculus on pseudo-Riemannian manifolds. Unlike usual approaches to the topic, which rely on embedding the geometric algebra either within a tensor algebra…

Some little considerations concerning the application of the Theory of Dirichlet Forms to stocastic variational principle on riemannian manifolds are performed

In this paper we develop an intrinsic formalism to study the topology, smooth structure, and Riemannian geometry of the Wasserstein space of a closed Riemannian manifold. Our formalism allows for a new characterisation of the Weak topology…

In this paper we review the recently proposed path-integral counterpart of the Koopman-von Neumann operatorial approach to classical Hamiltonian mechanics. We identify in particular the geometrical variables entering this formulation and…

This paper mainly contributes to a classification of statistical Einstein manifolds, namely statistical manifolds at the same time are Einstein manifolds. A statistical manifold is a Riemannian manifold, each of whose points is a…

In this paper we study backward stochastic differential equations with general terminal value and general random generator. In particular, we do not require the terminal value be given by a forward diffusion equation. The randomness of the…

Invariant manifolds play an important role in the study of the qualitative dynamical behaviors for nonlinear stochastic partial differential equations. However, the geometric shape of these manifolds is largely unclear. The purpose of the…

We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…

Quadratic Wiener functionals are investigated systematically through transformations of order one on the Wiener space with the help of Malliavin calculus. The bi-directional relationship between quadratic Wiener functionals and…

We investigate the differential calculus defined by Ashtekar and Lewandowski on projective limits of manifolds by means of cylindrical smooth functions and compare it with the C^infty calculus proposed by Froehlicher and Kriegl in more…

We to define a Path Integral in Lorentzian time by restricting the relevant domain of integration on $C([0,1],M)$ over a Riemannian configuration manifold $(M,g)$ and considering the dynamics of a particle evolving between to fixed…

This survey will appear as a chapter of the forthcoming book [19]. A U-statistic of order $k$ with kernel $f:\X^k \to \R^d$ over a Poisson process is defined in \cite{ReiSch11} as$$ \sum\_{x\_1, \dots , x\_k \in \eta^k\_{\neq}} f(x\_1,…

A strong quasi-invariance principle and a finite-dimensional integration by parts formula as in the Bismut approach to Malliavin calculus are obtained through a suitable application of Lie's symmetry theory to autonomous stochastic…

We define a covariance-type operator on Wiener space: for F and G two random variables in the Gross-Sobolev space $D^{1,2}$ of random variables with a square-integrable Malliavin derivative, we let $Gamma_{F,G}=$ where $D$ is the Malliavin…

A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…

We study a rolling model from the perspective of probability. More precisely, we consider a Riemannian manifold rolling against Euclidean space, where the rolling is coupled with random slipping and twisting. The system is modelled by a…