Heat kernel analysis on semi-infinite Lie groups

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

Authors Tai Melcher

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

zbMATH Keywords

logarithmic Sobolev inequalityquasi-invarianceinfinite dimensional Lie groupheat kernel measure

Mathematics Subject Classification ID

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

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.

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Cited in

(16)

• On left invariant Brownian motions and heat kernels of nilpotent Lie groups
• Heat kernel measures and critical limits
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• A subelliptic Taylor isomorphism on infinite-dimensional Heisenberg groups
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• Smoothness of heat kernel measures on infinite-dimensional Heisenberg-like groups
• Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities

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