Smooth measures on loop groups (Q1374939)
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scientific article; zbMATH DE number 1099411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth measures on loop groups |
scientific article; zbMATH DE number 1099411 |
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Smooth measures on loop groups (English)
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5 October 1998
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Smooth measures on groups of mappings of a segment or a circumference into a (compact) Lie group are defined as surface measures that are induced by embeddings of these groups into vector spaces of functions (on a segment or a circumference) with values in spaces of matrices of a sufficiently high dimension that are equipped with the Wiener measure or any other smooth measure. This method allows one to reduce the investigation of differential properties and properties of measures on such groups close to them to the investigation of similar properties of measures on vector spaces. In this note, we use this method to find logarithmic derivatives of measures (on groups of mappings of a segment or a circumference into a compact Lie group) and to obtain an analog of the Maruyama-Girsanov-Ramer formula.
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smooth measures on groups of mappings
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Lie group
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surface measures
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Wiener measure
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measures on vector spaces
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logarithmic derivatives of measures
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Maruyama-Girsanov-Ramer formula
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