Stochastic manifolds

2013/11/30 by Anatole Khélif, Khelif, Anatole, Alain Tarica +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1312.0117

openalex publication_date 2013/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Malliavin Calculus can be seen as a differential calculus on Wiener spaces. We present the notion of stochastic manifold for which the Malliavin Calculus plays the same role as the classical differential calculus for the differential manifolds. The set of the paths in a Riemmanian compact manifold is then seen as a particular case of the above structure.

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