Rotations and quasi-invariance on the path space

DOI10.1007/BF01048967zbMath0813.60048OpenAlexW2084127804MaRDI QIDQ1344740

Shizan Fang

Publication date: 30 May 1995

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01048967

zbMATH Keywords

calculus of stochastic variationsinvariance of the Brownian motion

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10)

Related Items

The Ricci curvature of finite dimensional approximations to loop and path groups

Cites Work

• Integration on loop groups. I: Quasi invariant measures
• Anticipative Girsanov transformations
• Logarithmic Sobolev inequalities on loop groups
• Integration on loop groups. II: Heat equation for the Wiener measure
• Transformation of Wiener measure under anticipative flows
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Transformations of Wiener integrals under translations
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
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