most citedA class of integration by parts formulae in stochastic analysis I

21 citations · 65 across the 7 of their papers we have counts for

collaborators

7 papers

math.PR20194 cited

Intertwining and the Markov uniqueness problem on path spaces

K. D. Elworthy, Xue-Mei Li

There are two open problem on the analysis of continuous paths on a Riemannian manifold, the Markov uniqueness and the independence of the closure of the differential operator

math.PR201918 cited

Integration by parts formulae for degenerate diffusion measures on path spaces and diffeomorphism groups

K. D. Elworthy, Yves Le Jan, Xue-Mei Li

Integration by parts formulae are given for a class of measures on the space of paths of a smooth manifold determined by the laws of degenerate diffusions. The mother of such f…

math.PR201921 cited

A class of integration by parts formulae in stochastic analysis I

K. D. Elworthy, Xue-Mei Li

An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over , from which we may deduce the…

math.PR20194 cited

Special Itô maps and an Hodge theory for one forms on path spaces

K. D. Elworthy, Xue-Mei Li

We prove a Kodaira-Hodge decomposition on differential 1-forms on the space of non-smooth paths over a Riemannian manifold, allowing us to define the corresponding first cohomology…

math.PR2019

Equivariant diffusions on Principal bundles

K. D. Elworthy, Yves Le Jan, Xue-Mei Li

Given a pair of second order diffusion operators, one on the total space of a principle bundle and the other on the base space , intertwined by the projection , if…

math.PR2019

Some family of q-vector fields on path spaces

K. D. Elworthy, Xue-Mei Li

A great open problem is: can one learn the topology of the non-smooth path spaces with an L2 Hodge-deRham theory This one hopes to establish through a suitable complex of different…