• 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