Integration by parts formula and logarithmic Sobolev inequality on the path space over loop groups (Q1807218)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Integration by parts formula and logarithmic Sobolev inequality on the path space over loop groups |
scientific article |
Statements
Integration by parts formula and logarithmic Sobolev inequality on the path space over loop groups (English)
0 references
9 November 1999
0 references
Let \(G\) be a connected compact Lie group, and let \({\mathcal L}_e(G)=\{l\colon[0,1]\to G\) continuous; \(l(0)=l(1)=e\}\) be the based loop group, where \(e\) is the unit element of \(G\). Let \(\mu\) denote the Wiener measure on the path space over \({\mathcal L}_e(G)\) defined by a Brownian motion on \({\mathcal L}_e(G)\). The author proves an integration by parts formula with respect to \(\mu\) for adapted vector fields (for constant vector fields, it was established by B.~K.~Driver). This is used to obtain the Clark-Ocone representation formula. Then, following the martingale method developed by M. Capitaine, E. P. Hsu, and M. Ledoux, the logarithmic Sobolev inequality on the path space over \({\mathcal L}_e(G)\) is proved. As a particular case, by taking one-point cylindric functions, the Driver-Lohrenz heat kernel logarithmic Sobolev inequalities over \({\mathcal L}_e(G)\) are obtained.
0 references
tangent processes
0 references
stochastic parallel transport
0 references
integration by parts
0 references
martingale representation
0 references
0 references
0 references
0 references
0 references