Quasi-invariance of the Wiener measure on path spaces: Noncompact case

DOI10.1006/jfan.2001.3940zbMath1015.58014OpenAlexW2023593498MaRDI QIDQ1849072

Elton P. Hsu

Publication date: 28 November 2002

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.2001.3940

zbMATH Keywords

Wiener measurequasi-invariancepath spacesCameron-Martin vector field

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

Related Items (6)

Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold ⋮ Asymptotics of spectral gaps on loop spaces over a class of Riemannian manifolds ⋮ Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds ⋮ Divergence theorems in path space. III: Hypoelliptic diffusions and beyond ⋮ Integration by parts on the law of the reflecting Brownian motion ⋮ A class of infinite dimensional stochastic processes with unbounded diffusion

Cites Work

• Heat semigroup on a complete Riemannian manifold
• The radial part of Brownian motion on a manifold: A semimartingale property
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Towards a Riemannian geometry on the path space over a Riemannian manifold
• Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
• Unnamed Item

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