摘要
A stochastic holonomy along a loop obtained from the OU process on the path space over acompact Riemannian manifold is computed. The result shows that the stochastic holonomy just gives theparallel transport with respect to the Markov connection along the OU process on the path space.
A stochastic holonomy along a loop obtained from the OU process on the path space over a compact Riemannian manifold is computed. The result shows that the stochastic holonomy just gives the parallel transport with respect to the Markov connection along the OU process on the path space
基金
This work was supported partly by the National Natural Science Foundation of China (Grant No. 10101002).
