Publication:2370812

DOI10.1016/J.BULSCI.2006.03.001zbMATH Open1117.60059OpenAlexW2003020566MaRDI QIDQ2370812FDOQ2370812

Jinghai Shao

Publication date: 29 June 2007

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2006.03.001

zbMATH Keywords

Malliavin calculusloop groupspseudo-distancetransportation cost inequalitiesheat measuresHamilton-Jacobi semi-group

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of functional analysis in probability theory and statistics (46N30) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Title not available (Why is that?)
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• Small-time Gaussian behavior of symmetric diffusion semigroups
• Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
• Hypercontractivity of Hamilton-Jacobi equations.
• Rademacher's theorem for Wiener functionals
• 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
• Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces
• Measure transport on Wiener space and the Girsanov theorem.
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Probability distance inequalities on Riemannian manifolds and path spaces.
• 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
• Absolute continuity of heat kernel measure with pinned Wiener measure on loop groups
• Integration on loop groups. I: Quasi invariant measures
• Integration by parts for heat measures over loop groups
• Logarithmic Sobolev inequalities for pinned loop groups
• Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups.
• Large deviations for the Brownian motion on loop groups
• Transportation cost inequalities on path and loop groups
• Sobolev spaces over loop groups
• Logarithmic Sobolev inequalities on Lie groups
• De Rham-Hodge-Kodaira operator on loop groups

Cited In (11)

• The Lax-Oleinik semi-group: a Hamiltonian point of view
• Title not available (Why is that?)
• From super Poincaré to weighted log-Sobolev and entropy-cost inequalities
• Transportation cost inequalities for Wasserstein diffusions
• Talagrand inequality on free path space and application to stochastic reaction diffusion equations
• Title not available (Why is that?)
• Optimal transport maps for Monge-Kantorovich problem on loop groups
• The existence of geodesics in Wasserstein spaces over path groups and loop groups
• From the heat measure to the pinned Wiener measure on loop groups
• Fokker-Planck equation with respect to heat measures on loop groups
• Transportation-cost inequality on path spaces with uniform distance

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