On the Semi-Classical Brownian Bridge Measure
Xue-Mei Li
TL;DR
This paper establishes an integration by parts formula for the probability measure of semi-classical Riemannian Brownian bridges on manifolds with a pole, advancing the mathematical understanding of stochastic processes on such geometric spaces.
Contribution
It introduces a novel integration by parts formula for semi-classical Brownian bridge measures on manifolds with a pole, expanding theoretical tools in stochastic geometry.
Findings
Derived an integration by parts formula for the measure
Applied the formula to semi-classical Riemannian Brownian bridges
Enhanced understanding of stochastic processes on manifolds
Abstract
We prove an integration by parts formula for the probability measure induced by the semi-classical Riemmanian Brownian bridge over a manifold with a pole.
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Taxonomy
TopicsGeometric Analysis and Curvature Flows · Geometry and complex manifolds · Stochastic processes and financial applications