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Smolyanov-Weizsacker surface measures generated by diffusions on the set of trajectories in Riemannian manifolds

机译:黎曼流形中一组轨迹上的扩散所产生的Smolyanov-Weizsacker曲面测度

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摘要

We consider surface measures on the set of trajectories in a smooth compact Riemannian submanifold of Euclidean space generated by diffusion processes in the ambient space. A construction of surface measures on the path space of a smooth compact Riemannian submanifold of Euclidean space was introduced by Smolyanov and Weizsacker for the case of the standard Brownian motion. The result presented in this paper extends the result of Smolyanov and Weizsacker to the case when we consider measures generated by diffusion processes in the ambient space with nonidentical correlation operators. For every partition of the time interval, we consider the marginal distribution of the diffusion process in the ambient space under the condition that it visits the manifold at all times of the partition, when the mesh of the partition tends to zero. We prove the existence of some limit surface measures and the equivalence of the above measures to the distribution of some diffusion process on the manifold.
机译:我们考虑了由轨道在环境空间中的扩散过程所产生的光滑紧凑的欧氏空间的黎曼子流形中的轨迹集上的表面度量。对于标准布朗运动的情况,Smolyanov和Weizsacker介绍了在欧几里得空间的一个光滑紧致黎曼子流形的路径空间上建立表面度量的方法。本文提出的结果将Smolyanov和Weizsacker的结果扩展到当我们考虑使用不完全相关的算符考虑环境空间中扩散过程生成的测度时的情况。对于该时间间隔的每个分区,当分区的网格趋向于零时,我们考虑扩散过程在分区的所有时间都访问流形的条件下,扩散过程在环境空间中的边际分布。我们证明了一些极限表面测度的存在,以及上述测度对流形上扩散过程分布的等价性。

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