Calculus of Variations and Geometric Measure Theory

A. C. G. Mennucci

Some fundamental results on Probabilities and Stochastic Processes in Infinite Dimensional Spaces and Manifolds

created by mennucci on 10 Jan 2025

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Inserted: 10 jan 2025
Last Updated: 10 jan 2025

Journal: SN Partial Differential Equations and Applications
Year: 2025

Abstract:

The study of stochastic processes in both vector spaces and manifolds is essential across numerous fields of Mathematics, Physics, and Applied Sciences. Altough significant research exists on infinite-dimensional vector spaces and finite-dimensional manifolds, the study of processes in infinite-dimensional manifolds is less developed. One key distinction in this setting is that infinite-dimensional manifolds are not locally compact, necessitating revisions to techniques commonly used in finite dimensions. % This compendium gathers a comprehensive collection of results and examples—some widely known, others potentially novel—aimed at those interested in the field. These findings have been used in the paper \textit{Tightness of Random Walks in Infinite Dimensional Spaces and Manifolds}, but may provide a useful reference for further exploration of these subjects.

Keywords: Tightness, Stochastic processes, infinite dimensional manifolds, nets


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