Quasi-invariance of the Wiener measure on path spaces: Noncompact case (Q1849072)

The subjects of this article are existence of flows on path spaces and quasi-invariance of the Wiener measure under these flows. More precisely: Let \(M\) be a complete Riemannian manifold, \(O(M)\) the bundle of orthonormal frames of \(M\), \(P_0(M)\) the space of continuous maps from \([0,1]\) to \(M\) starting from a fixed point \(0\in M\). \(P_0(M)\) is a metric space equipped with a standard filtration of \(\sigma\)-fields \({\mathfrak B}_*:= \{ {\mathfrak B}_s,0\leq s\leq 1\}\). Further let \({\mathbf P}_0\) be the Wiener measure on \(P_0(M)\), i.e., the law of a Brownian motion starting from \(0\). Actually \({\mathbf P}_0\) is a probability measure on \((P_0(M),{\mathfrak B}_1)\), provided that \(M\) is stochastically complete. We introduce the Cameron-Martin space \({\mathcal H}:= \{h\in W_0 ({\mathbb{R}}^n)\mid \dot h\in L^2([0,1], \mathbb{R}^n)\) with the norm \(|\dot h|_{\mathcal H}:= \{\int^1_0 |\dot h(s) |^2 ds\}^{1/2}\), where \(n:=\dim(M)\). A vector field \(D_h\) on \(P_0(M)\) is defined by \[ \bigl(D_h(X) \bigr)_s := \bigl(U(X) \bigr)_sh_s\quad \text{for} \quad\forall s\in [0,1] \quad \text{and} \quad \forall X\in P_0(M), \] where \(U(X)\) is the horizontal lift (whenever it is defined) of \(X\) to \(O(M)\) starting from a fixed frame \(u_0\). In this work the author studies the existence of the flows on \(P_0(M)\) generated by \(D_h\) and the quasi-invariance of \(P_0\) under these flows. For a compact manifold these problems have already been known, and so the present work is investigated for the non compact one. The main results obtained here are as follows: [1] Let \(M\) be a geodetically and stochastically complete Riemannian manifold, and \(h\in {\mathcal H}\). Then there exists a unique set of measurable maps \[ \zeta^t (=\zeta^t_h): P_0(M)\to P_0(M),\;t\in \mathbb{R} \] with the following properties; (1) \(\{\zeta^t_s,\;s\in [0,1]\}\) is an \(M\)-valued \({\mathfrak B}_*\)-semi-martingale for each \(t\in \mathbb{R}\); (2) for \({\mathbf P}_0\) almost all \(X\), \(t\to\zeta^t (X)_s\) is \(C^\infty\) for each fixed \(s\) and satisfies \[ {d \zeta^t (X)_s\over dt}= U\bigl( \zeta^t(X) \bigr)_sh_s. \] [2] Let \(M\) be a complete Riemannian manifold, and suppose that the Ricci curvature grows at most linearly \((\Rightarrow M\): stochastically complete), \[ \bigl|\text{Ric}_M (x) \bigr |\leq C\bigl(1+d (x,0)\bigr), \] where \(d\) is the Riemann distance. Then for any \(h\in {\mathcal H}\) the Wiener measure is quasiinvariant under the flows \(\{\zeta^t_h\}\). That is, \({\mathbf P}_0\circ (\zeta^t_h)^{-1}\) and \({\mathbf P}_0\) are mutually absolutely continuous.