Title of article
Le processus dʹOrnstein–Uhlenbeck sur lʹespace des chemins riemanniens et le problème des martingales
Author/Authors
Kazumi، نويسنده , , Tetsuya، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
26
From page
20
To page
45
Abstract
Résumé
cuss the Ornstein–Uhlenbeck process over a compact Riemannian manifold in the framework of a martingale problem. We obtain a solution to this problem as the limit of approximate finite dimensional processes. To this end, we prove a Kolmogorov-type estimate by making use of an expression of the Ornstein–Uhlenbeck operator.
Journal title
Journal of Functional Analysis
Serial Year
1997
Journal title
Journal of Functional Analysis
Record number
1547911
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