On the quasi-invariance of the Wiener measure on path spaces and the anticipative integrals over a Riemannian manifold

Adnan Aboulalaa

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arXiv · 1311.4510

On the quasi-invariance of the Wiener measure on path spaces and the anticipative integrals over a Riemannian manifold

Adnan Aboulalaa

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Abstract

Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin space and random. The second part of the paper presents some remarks on the anticipative integrals on Riemannian manifolds.

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Adnan Aboulalaa. 2013-11-18. On the quasi-invariance of the Wiener measure on path spaces and the anticipative integrals over a Riemannian manifold. https://arxiv.org/abs/1311.4510

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