Integration by parts and Cameron-Martin formulas for the free path space of a compact riemannian manifold

Rémi Léandre; James R. Norris

Displaying similar documents to “Integration by parts and Cameron-Martin formulas for the free path space of a compact riemannian manifold”

Conditional expectations for derivatives of certain stochastic flows

Kenneth David Elworthy, Marc Yor (1993)

Séminaire de probabilités de Strasbourg

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Stochastic methods and differential geometry

K. David Elworthy (1980-1981)

Séminaire Bourbaki

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Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX

Bernard Roynette, Marc Yor (2010)

ESAIM: Probability and Statistics

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We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we apply this result to a penalisation problem. We study precisely the case of the additive functional: $(A_{t}^{-} : = \int_{0}^{t} 1_{X_{s} < 0} d s, t \geq 0)$ . On the other hand, we describe Feynman-Kac type penalisation results for long Brownian bridges thus completing some similar previous study for standard Brownian motion (see [B. Roynette, P. Vallois and M. Yor, (2006) 171–246]).