Hamilton-Jacobi semi-groups in infinite dimensional spaces

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

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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
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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
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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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