Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.

DOI10.1214/009117904000000045zbMath1058.60039arXivmath/0410165OpenAlexW2138543688MaRDI QIDQ1889786

Xiang Dong Li

Publication date: 10 December 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410165

zbMATH Keywords

divergenceloop spaceexponential integrabilityquasi-invariancepinned Wiener measureDriver's flow

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (5)

Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Some limit results for probabilities estimates of Brownian motion with polynomial drift ⋮ On small deviation probabilities for certain iterated random processes ⋮ Maximal Inequalities for Fractional Brownian Motion: An Overview ⋮ Some Maximal Inequalities for Fractional Brownian Motion with Polynomial Drift

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