Open Access
2017 On the Semi-classical Brownian Bridge Measure
Xue-Mei Li
Electron. Commun. Probab. 22: 1-15 (2017). DOI: 10.1214/17-ECP69

Abstract

We prove an integration by parts formula for the probability measure on the pinned path space induced by the Semi-classical Riemmanian Brownian Bridge, over a manifold with a pole, followed by a discussion on its equivalence with the Brownian Bridge measure.

Citation

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Xue-Mei Li. "On the Semi-classical Brownian Bridge Measure." Electron. Commun. Probab. 22 1 - 15, 2017. https://doi.org/10.1214/17-ECP69

Information

Received: 22 July 2016; Accepted: 20 June 2017; Published: 2017
First available in Project Euclid: 4 August 2017

zbMATH: 1378.60031
MathSciNet: MR3685236
Digital Object Identifier: 10.1214/17-ECP69

Subjects:
Primary: 58A12 , 58B99 , 58J65 , 60B05 , 60D05 , 60H07

Keywords: integration by parts , loop spaces , Malliavin calculus , pinned path spaces , Poincaré inequality

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