Surface measures on trajectories in Riemannian manifolds generated by diffusions. (Q1432518)

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Surface measures on trajectories in Riemannian manifolds generated by diffusions.
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    Surface measures on trajectories in Riemannian manifolds generated by diffusions. (English)
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    15 June 2004
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    Let \(M\) be a Riemannian manifold, \(S\) be a submanifold, and \(\mu\), \(\mu^S\) denote the Wiener measures of \(M\), \(S\) respectively. The authors present two similar results of approximation of \(\mu^S\) by means of some trace of \(\mu\). In the first one, already known, the trace \(\mu^\varepsilon\) is got simply by restricting \(\mu\) to the \(\varepsilon\)-neighborhood \(S^\varepsilon\) of \(S\) in \(M\). Then as \(\varepsilon\searrow 0\) \(\mu^\varepsilon\) converges to \[ c_x\exp\Biggl[-{1\over 8} \int^1_0\| a\|^2+{1\over 12} \int^1_0 \sigma_N\Biggr]\times \mu^S, \] where \(a\) denotes the trace of the second fundamental form and \(\sigma_N\) denotes the scalar curvature in the directions orthogonal to \(S\). As to the second type of trace, associate with any partition \(\pi= \{0< t_1<\cdots< t_n< 1\}\) of \([0,1]\) the measure \(\nu^\pi_z\) defined on \(C_z([0, 1];S)\) by \[ \nu^\pi_z(\omega(t_1)\in K_1,\dots, \omega(t_n)\in K_n)= c_n \int_{K_1\times\cdots\times K_n} p^M_{t_1}(z, z_1)\cdots p^\mu_{t_n- t_{n-1}}(z_{n-1}, z_n) \,dz_1\cdots dz_n, \] \(p^M\) denoting the heat kernel on \(M\). Then as \(|\pi|\searrow 0\) \(\nu^\pi_z\) converges to a measure, again absolutely continuous with respect to the (based) Wiener measure \(\mu^S_z\), the Radon-Nikodym derivative being now proportional to \[ \exp\Biggl[{1\over 8} \int^1_0\| a\|^2-{1\over 4} \int^1_0 \sigma_T+{1\over 6} \int^1_0 \sigma_N+ {1\over 4} \int^1_0 R_T\Biggr], \] \(\sigma_T\) denoting the scalar curvature in \(S\) and \(R_T\) denoting some other tangential curvature term. Proofs are only sketched.
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    Wiener measure
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    approximations of Wiener measure of a submanifold
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