On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold | |
Gong, Fuzhou1,2; Sun, Xiaoxia3 | |
刊名 | BERNOULLI |
2022-11-01 | |
卷号 | 28期号:4页码:2322-2344 |
关键词 | Brownian bridge pull back formula integration by parts formula characterization |
ISSN号 | 1350-7265 |
DOI | 10.3150/21-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 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/61049] |
专题 | 中国科学院数学与系统科学研究院 |
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. |
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