Quasi-invariance for the pinned Brownian motion on a Lie group.

DOI10.1016/S0304-4149(02)00241-7zbMath1075.58020WikidataQ115339250 ScholiaQ115339250MaRDI QIDQ2574558

Maria Gordina

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Lie groupquasi-invariancepinned Brownian motionGirsanov density

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (2)

Asymptotics of spectral gaps on loop spaces over a class of Riemannian manifolds ⋮ Lévy processes and their subordination in matrix Lie groups

Cites Work

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• Integration on loop groups. I: Quasi invariant measures
• Large deviations and the Malliavin calculus
• Logarithmic Sobolev inequalities on loop groups
• On the Kakutani-Itô-Segal-Gross and Segal-Bargmann-Hall isomorphisms
• On conditional diffusion processes
• A New Form of the Segal-Bargmann Transform for Lie Groups of Compact Type
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• Heat equation derivative formulas for vector bundles
• Stochastic Equations in Infinite Dimensions

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