Heat kernel analysis on semi-infinite Lie groups

DOI10.1016/J.JFA.2009.08.003MaRDI QIDQ1039415zbMATH OpenOpenAlexWikidataFDO

Publication date 30 November 2009

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

Full work available at URL https://arxiv.org/abs/0902.2500

heat kernel measure infinite dimensional Lie group logarithmic Sobolev inequality quasi-invariance

Analysis on real and complex Lie groups (22E30) Analysis on and representations of infinite-dimensional Lie groups (22E66) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65) Brownian motion (60J65)

Abstract: This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the

L^{p}

norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds in this setting.

Review text

A Brownian motion is constructed on a class of infinite dimensional Lie groups; considering an abstract Wiener space \((W,H,\mu)\) and a finite dimensional nilpotent Lie algebra \(V\), such a Lie group \(G\) can be obtained as the nilpotent Lie algebra extension \(W\oplus V\) of \(W\) by \(V\), with a group operation given by the Baker-Campbell-Hausdorff-Dynkin formula. The Brownian motion \(g_t\) on \(G\) is then defined as the solution of a stochastic differential equation, and can be expressed as a finite sum of iterated stochastic integrals. The quasi-invariance of the law of \(g_t\) under left and right translations of a Cameron-Martin space is then proved, as well as a logarithmic Sobolev inequality.

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