Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold (Q837061): Difference between revisions

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Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold
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    Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold (English)
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    10 September 2009
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    Let \(P_0(C_0([0,1],M))\) be the Wiener path space, where \(M\) is a geometrically and stochastic complete (but possibly noncompact) Riemannian manifold of dimension \(n\) equipped with the Levi-Civita connection. These two completeness conditions are natural for the question, considered by the authors in this paper, whether the quasi-invariance of the Wiener measure under the flow \(\{\zeta^t,\, t\in\mathbb{R}\}\) generated by the Cameron-Martin vector field \(D_h\) holds. The authors prove that this question has a positive answer. The results obtained in this paper represent a complete generalization of the Cameron-Martin theorem to the Wiener measure on the path space of a complete Riemannian manifold.
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    Wiener measure
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    Cameron-Martin theorem
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    Girsanov theorem
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    quasi-invariance
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    Riemannian manifold
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    completeness
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