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

doi:10.3150/21-BEJ1420

CSpace > 应用数学研究所

	On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold
	Gong, Fuzhou1,2 ; Sun, Xiaoxia 3
	2022-11-01
发表期刊	BERNOULLI
ISSN	1350-7265
卷号	28 期号:4 页码:2322-2344
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.
关键词	Brownian bridge pull back formula integration by parts formula characterization
DOI	10.3150/21-BEJ1420
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11801064]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000843190100008
出版者	INT STATISTICAL INST
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/61050
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.