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
    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
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references