Geometric stochastic analysis on path spaces

An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths of finite energy. An introduction describes the background for paths on \({\mathbb R}^m\) and Malliavin calculus. For manifold valued paths the approach is to use `Itô' maps of suitable stochastic differential equations as charts . `Suitability' involves the connection determined by the stochastic differential equation. Some fundamental open problems concerning the calculus and the resulting `Laplacian' are described. A theory for more general diffusion measures is also briefly indicated. The same method is applied as an approach to getting over the fundamental difficulty of defining exterior differentiation as a closed operator, with success for one \& two forms leading to a Hodge -Kodaira operator and decomposition for such forms. Finally there is a brief description of some related results for loop spaces.