Derivative of the Wiener measure on trajectories in compact Lie groups (Q1889664)
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scientific article; zbMATH DE number 2121419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative of the Wiener measure on trajectories in compact Lie groups |
scientific article; zbMATH DE number 2121419 |
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Derivative of the Wiener measure on trajectories in compact Lie groups (English)
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7 December 2004
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This paper studies a `Girsanov formula' for Brownian motion with values in a compact Lie group with respect to shifts along flows which are generated by smooth vector fields. A particular feature is the explicit form of the formula. The paper is formulated in the context of the theory of differentiable measures.
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Cameron Martin space
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Lie algebra
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exponential map
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logarithmic derivative of measures
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