arXiv subjects

Alexandru Mustăţea

Publications and source records attributed to Alexandru Mustăţea.

2 recordsLinked to original sources

arXiv2023

Stochastic integration in Riemannian manifolds from a functional-analytic point of view

This article presents a construction of the concept of stochastic integration in Riemannian manifolds from a purely functional-analytic point of view. We show that there are infinitely many such integrals, and that any two of them are related by a simple formula. We also find that the Stratonovich and Itô integrals known to probability theorists are two instances of the general concept constructed herein.

math.FA↗

arXiv2022

A functional-analytic construction of the stochastic parallel transport in Hermitian bundles over Riemannian manifolds

This article presents a purely functional-analytic construction of the concept of stochastic parallel transport in Hermitian bundles over Riemannian manifolds. As a byproduct, we also obtain a form of the Feynman-Kac formula in vector bundles that is, to our best knowledge, the most general found so far.

math.FA↗