Integration by parts for heat kernel measures revisited (Q1385316)

The author proves an integration by parts formula for the heat kernel measure on a compact connected finite-dimensional Riemannian manifold \(M\) equipped with a torsion skew symmetric (TSS) metric compatible connexion \(\nabla\). (The TSS condition states that \(\langle T(X, Y), X\rangle= 0\) for vector fields \(X\) and \(Y\) on \(M\), where \(T\) denotes the torsion tensor of the connexion.) Let \(\Sigma_t, t \geq 0\), denote Brownian motion on \(M\) starting from point \(o\), \(//\) stochastic parallel translation along \(\Sigma\), and \(b_t, t \geq 0\), the stochastic anti-development of \(\Sigma\) onto \(T_o(M)\). Let \(Y\) be a smooth vector field on \(M\) and \(l: [0, T] \mapsto \Re\) be a path of finite energy such that \(l(0) = 0\) and \(l(1) = 1\). The author's formula is as follows \[ E[\nabla.Y(\Sigma_T)] = E\left [\left\langle //_T^{-1}Y(\Sigma_T), \int_0^T ( \dot l(t) - 1/2l(t)) \text{Ric}_{//_t} \widetilde db (t)\right\rangle\right]. \] Here \(E[\nabla.Y]\) is the divergence of \(Y\), \(\text{Ric}_{//_t} = //_t^{-1} \text{Ric}//_t\), where Ric is the Ricci tensor, and the stochastic integral is a backwards Itô integral (defined as the limit of Riemann sums with right endpoint evaluation points, as opposed to left endpoint evaluation points, which would give rise to the standard Itô integral). The backwards stochastic integral is required in order to avoid terms involving derivatives of the Ricci tensor, which would appear if the Itô or Stratonovich integral were used in the formula. The above formula is obtained by first proving the analogue of the formula for cylinder set functions of the parallel translation, then passing to a limit. The author points out that his integration by parts formula is well suited to generalization to the case where \(M\) is an infinite-dimensional manifold. He intends to apply this result to prove integration by parts formulas for heat kernel measures on infinite-dimensional spaces of loops into a compact Lie group.