Ito maps and analysis on path spaces

We consider versions of Malliavin calculus on path spaces of compact manifolds with diffusion measures, defining Gross-Sobolev spaces of differentiable functions and proving their intertwining with solution maps, I, of certain stochastic differential equations. This is shown to shed light on fundame...

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Bibliographic Details

Main Authors:	K.D. Elworthy, Xue-Mei Li
Format:	Default Preprint
Published:	2006
Subjects:	Other mathematical sciences not elsewhere classified untagged Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/2440
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