Derivative of the Wiener measure on trajectories in compact Lie groups

DOI10.1023/B:MATN.0000030982.88104.37zbMath1094.58015OpenAlexW1996409850WikidataQ115334952 ScholiaQ115334952MaRDI QIDQ1889664

M. Yu. Neklyudov

Publication date: 7 December 2004

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:matn.0000030982.88104.37

zbMATH Keywords

Lie algebraexponential mapCameron Martin spacelogarithmic derivative of measures

Mathematics Subject Classification ID

Analysis on real and complex Lie groups (22E30) Diffusion processes and stochastic analysis on manifolds (58J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic analysis (60H99)

This page was built for publication: Derivative of the Wiener measure on trajectories in compact Lie groups