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On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold

文献类型：期刊论文

作者Gong, Fuzhou1,2; Sun, Xiaoxia3
刊名BERNOULLI
出版日期2022-11-01
卷号28期号:4页码:2322-2344
ISSN号1350-7265
关键词Brownian bridge pull back formula integration by parts formula characterization
DOI10.3150/21-BEJ1420
英文摘要In this paper, we focus on the characterization of a Brownian bridge measure on the pinned path space over a compact Riemannian manifold. In the case when the Riemannian manifold is simply connected, we prove that the integration by parts formula can characterize the Brownian bridge measure. Otherwise, we show that it is not always true by constructing an illustrating example.
资助项目National Natural Science Foundation of China[11801064]
WOS研究方向Mathematics
语种英语
出版者INT STATISTICAL INST
WOS记录号WOS:000843190100008
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/61049]  
专题应用数学研究所
通讯作者Gong, Fuzhou
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
3.Dongbei Univ Finance & Econ, Sch Data Sci & Artificial Intelligence, Dalian, Peoples R China
推荐引用方式
GB/T 7714		 Gong, Fuzhou,Sun, Xiaoxia. On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold[J]. BERNOULLI,2022,28(4):2322-2344.
APA Gong, Fuzhou,&Sun, Xiaoxia.(2022).On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold.BERNOULLI,28(4),2322-2344.
MLA Gong, Fuzhou,et al."On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold".BERNOULLI 28.4(2022):2322-2344.

入库方式： OAI收割

来源：数学与系统科学研究院

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