Heat kernel analysis on semi-infinite Lie groups (Q1039415)

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.