Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold

DOI10.1016/j.jfa.2009.05.017zbMath1173.58015OpenAlexW2138927196MaRDI QIDQ837061

Elton P. Hsu, Cheng Ouyang

Publication date: 10 September 2009

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

Full work available at URL: https://doi.org/10.1016/j.jfa.2009.05.017

zbMATH Keywords

Riemannian manifoldWiener measurecompletenessCameron-Martin theoremGirsanov theoremquasi-invariance

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (7)

Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds ⋮ Logarithmic heat kernel estimates without curvature restrictions ⋮ Shy and fixed-distance couplings of Brownian motions on manifolds ⋮ Wiener measure for Heisenberg group ⋮ Functional inequality on path space over a non-compact Riemannian manifold ⋮ WIENER MEASURE FOR H-TYPE GROUP ⋮ A class of infinite dimensional stochastic processes with unbounded diffusion

Cites Work

• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Quasi-invariance of the Wiener measure on path spaces: Noncompact case
• 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
• Transformations of Wiener integrals under translations
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