紧黎曼流形上固定路径空间上布朗桥测度的表征

IF 1.5 2区数学 Q2 STATISTICS & PROBABILITY

Bernoulli Pub Date : 2022-11-01 DOI:10.3150/21-bej1420

Fuzhou Gong, Xiaoxia Sun

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引用次数: 0

摘要

本文主要研究紧致黎曼流形上固定路径空间上的布朗桥测度的刻画。在黎曼流形单连通的情况下，证明了分部积分公式可以描述布朗桥测度。另外，我们通过构造一个例子来说明它并不总是正确的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold

In this paper, we focus on the characterization of a Brownian bridge measure on the pinned path space over a compact Riemannian manifold. In the case when the Riemannian manifold is simply connected, we prove that the integration by parts formula can characterize the Brownian bridge measure. Otherwise, we show that it is not always true by constructing an illustrating example.

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来源期刊

Bernoulli 数学-统计学与概率论

CiteScore

3.40

自引率

0.00%

发文量

116

审稿时长

6-12 weeks

期刊介绍： BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work. BERNOULLI will publish: Papers containing original and significant research contributions: with background, mathematical derivation and discussion of the results in suitable detail and, where appropriate, with discussion of interesting applications in relation to the methodology proposed. Papers of the following two types will also be considered for publication, provided they are judged to enhance the dissemination of research: Review papers which provide an integrated critical survey of some area of probability and statistics and discuss important recent developments. Scholarly written papers on some historical significant aspect of statistics and probability.