Mathematics – Probability
Scientific paper
2006-12-14
Mathematics
Probability
Scientific paper
An L2 theory of differential forms is proposed for the Banach manifold of continuous paths on Riemannian manifolds M furnished with its Brownian motion measure. Differentiation must be restricted to certain Hilbert space directions, the H-tangent vectors. To obtain a closed exterior differential operator the relevant spaces of differential forms, the H-forms, are perturbed by the curvature of M. A Hodge decomposition is given for L2 H-one-forms, and the structure of H-two -forms is described. The dual operator d* is analysed in terms of a natural connection on the H-tangent spaces. Malliavin calculus is a basic tool.
Elworthy K. D.
Li Xue-Mei
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