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Gross-Sobolev spaces on path manifolds: uniqueness and intertwining by Ito maps
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UNSPECIFIED (2003) Gross-Sobolev spaces on path manifolds: uniqueness and intertwining by Ito maps. COMPTES RENDUS MATHEMATIQUE, 337 (11). pp. 741-744. doi:10.1016/j.crma.2003.10.004 ISSN 1631-073X.
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Official URL: http://dx.doi.org/10.1016/j.crma.2003.10.004
Abstract
Conditions are given under which the solution map I of a stochastic differential equation on a Riemannian manifolds M intertwines the differentiation operator d on the path space of M and that of the canonical Wiener space, d(Omega)I* = I* dC(x0) M. A uniqueness property of d on the path space follows. Results are also given for higher derivatives and covariant derivatives. (C) 2003 Academie des sciences. Published by Elsevier SAS. All rights reserved.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | COMPTES RENDUS MATHEMATIQUE | ||||
Publisher: | EDITIONS SCIENTIFIQUES MEDICALES ELSEVIER | ||||
ISSN: | 1631-073X | ||||
Official Date: | 1 December 2003 | ||||
Dates: |
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Volume: | 337 | ||||
Number: | 11 | ||||
Number of Pages: | 4 | ||||
Page Range: | pp. 741-744 | ||||
DOI: | 10.1016/j.crma.2003.10.004 | ||||
Publication Status: | Published |
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