STOCHASTIC EQUATIONS AND QUASI-INVARIANCE ON INFINITE PRODUCT GROUPS

DOI10.1142/S0219025799000151zbMath0985.60060MaRDI QIDQ4528539

Alexei Daletskii, Sergio A. Albeverio

Publication date: 13 November 2001

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationWiener processesquasi-invariance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Sergio's work in statistical mechanics: from quantum particles to geometric stochastic analysis

Cites Work

• Integration on loop groups. I: Quasi invariant measures
• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Diffusions on an infinite dimensional torus
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Integration by parts and quasi-invariance for heat kernel measures on loop groups
• Infinite systems of stochastic differential equations and some lattice models on compact Riemannian manifolds
• A stochastic differential equation approach to some lattice models on compact Lie groups

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