@article{ASENS_2006_4_39_4_649_0, author = {Li, Xiang-Dong and Lyons, Terry J.}, title = {Smoothness of {It\^o} maps and diffusion processes on path spaces {(I)}}, journal = {Annales scientifiques de l'\'Ecole Normale Sup\'erieure}, pages = {649--677}, publisher = {Elsevier}, volume = {Ser. 4, 39}, number = {4}, year = {2006}, doi = {10.1016/j.ansens.2006.07.001}, mrnumber = {2290140}, zbl = {05125022}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.ansens.2006.07.001/} }
TY - JOUR AU - Li, Xiang-Dong AU - Lyons, Terry J. TI - Smoothness of Itô maps and diffusion processes on path spaces (I) JO - Annales scientifiques de l'École Normale Supérieure PY - 2006 SP - 649 EP - 677 VL - 39 IS - 4 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.ansens.2006.07.001/ DO - 10.1016/j.ansens.2006.07.001 LA - en ID - ASENS_2006_4_39_4_649_0 ER -
%0 Journal Article %A Li, Xiang-Dong %A Lyons, Terry J. %T Smoothness of Itô maps and diffusion processes on path spaces (I) %J Annales scientifiques de l'École Normale Supérieure %D 2006 %P 649-677 %V 39 %N 4 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.ansens.2006.07.001/ %R 10.1016/j.ansens.2006.07.001 %G en %F ASENS_2006_4_39_4_649_0
Li, Xiang-Dong; Lyons, Terry J. Smoothness of Itô maps and diffusion processes on path spaces (I). Annales scientifiques de l'École Normale Supérieure, Série 4, Tome 39 (2006) no. 4, pp. 649-677. doi : 10.1016/j.ansens.2006.07.001. http://www.numdam.org/articles/10.1016/j.ansens.2006.07.001/
[1] Finite-dimensional approximations to Wiener measure and path integral formulas on manifolds, J. Funct. Anal. 165 (2) (1999) 430-498. | MR | Zbl
, ,[2] Leçons sur la géométrie projective complexe, Les Grands Classiques Gauthier-Villars, 1931. | MR | Zbl
,[3] La théorie des groupes finis et continus et la géométrie différentielle traitées par la méthode du repère mobile, Les Grands Classiques Gauthier-Villars, 1937.
,[4] Leçons sur la théorie des espaces à connexion projective, Les Grands Classiques Gauthier-Villars, 1937. | JFM | Zbl
,[5] Stochastic analysis, rough path analysis and fractional Brownian motions, Probab. Theory Related Fields 122 (1) (2002) 108-140. | MR | Zbl
, ,[6] Foundations of Mordern Analysis, vol. I, Academic Press, New York, 1969. | MR | Zbl
,[7] A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact manifold, J. Funct. Anal. 109 (1992) 272-376. | MR | Zbl
,[8] Integration by parts and quasi-invariance for heat kernel measures on loop groups, J. Funct. Anal. 149 (2) (1997) 470-547. | MR | Zbl
,[9] Differentiability of Six Operators on Nonsmooth Functions and p-Variation, Lecture Notes in Math., vol. 1703, Springer, Berlin, 1999. | MR | Zbl
, ,[10] Wiener integration on certain manifolds, in: Problems in Non-Linear Analysis (C.I.M.E., IV Ciclo, Varenna, 1970), Edizioni Cremonese, Rome, 1971, pp. 67-94. | MR | Zbl
, ,[11] Itô K., The Brownian motion and tensor fields on Riemannian manifold, in: International Congress of Mathematicians 1963 (Stocholm), Inst. Mittag-Leffler, Djursholm, pp. 536-539. | MR | Zbl
[12] Lectures on Closed Geodesics, Springer, Berlin, 1978. | MR | Zbl
,[13] Li X.D., Stochastic analysis and geometry on path and loop spaces, PhD thesis, Academia Sinica (Beijing) and University of Lisbon, 1999.
[14] Existence and uniqueness of geodesics on path spaces, J. Funct. Anal. 173 (2000) 182-202. | MR | Zbl
,[15] Li X.D., Connections, geodesics and measures on path and loop spaces, Preprint, 2002.
[16] Sobolev spaces and capacities theory on path spaces over a compact Riemannian manifold, Probab. Theory Related Fields 125 (1) (2003) 96-134. | MR | Zbl
,[17] Differential equations driven by rough signals. I. An extension of an inequality of L.C. Young, Math. Res. Lett. 1 (4) (1994) 451-464. | MR | Zbl
,[18] Differential equations driven by rough signals, Revista Matemática Iberoamericana 14 (2) (1998) 215-300. | MR | Zbl
,[19] Lévy area of Wiener processes in Banach spaces, Ann. Probab. 30 (2) (2002) 546-578. | MR | Zbl
, , ,[20] A class of vector fields on path space, J. Funct. Anal. 145 (1) (1997) 205-223. | MR | Zbl
, ,[21] Stochastic Jacobi fields and vector fields induced by varying area on path spaces, Probab. Theory Related Fields 109 (4) (1997) 539-570. | MR | Zbl
, ,[22] System Control and Rough Paths, Oxford Mathematical Monographs, Clarendon Press, Oxford, 2002. | MR | Zbl
, ,[23] Hypoellipticity in infinite dimensions, in: Diffusion processes and related problems in analysis, vol. I (Evanston, IL, 1989), Birkhäuser Boston, 1990, pp. 17-31. | MR | Zbl
,[24] Stochastic Analysis, Springer, Berlin, 1997. | MR | Zbl
,[25] Singular Integrals and Differentiability Properties of Functions, Princeton Mathematical Series, vol. 30, Princeton University Press, Princeton, NJ, 1970. | MR | Zbl
,Cité par Sources :