The Annals of Probability
- Ann. Probab.
- Volume 27, Number 1 (1999), 1-49.
The Limits of Stochastic Integrals of Differential Forms
This paper is concerned with the integration (of 1-forms) against the Markov stochastic process associated with a second-order elliptic differential operator in divergence form. It focuses on the limiting behavior of the integral as the process leaves a fixed point or goes to infinity. This extends previous work in the area where advantage was usually taken of the fact that the operator was self adjoint and started with the associated invariant measure. Applications are given. For example, it is a trivial consequence that the diffusion associated to a uniformly elliptic operator on a negatively curved Cartan–Hadamard manifold has an asymptotic direction (recovering and strengthening the previous arguments of Pratt, Sullivan and others). The approach can also be used to construct a Lévy area for such processes, to study the thinness of sets for the elliptic operator, and probably has wider applications.
Ann. Probab., Volume 27, Number 1 (1999), 1-49.
First available in Project Euclid: 29 May 2002
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Lyons, Terry; Stoica, Lucretiu. The Limits of Stochastic Integrals of Differential Forms. Ann. Probab. 27 (1999), no. 1, 1--49. doi:10.1214/aop/1022677253. https://projecteuclid.org/euclid.aop/1022677253