Stochastic integrals and Brownian motion on abstract nilpotent Lie groups (Q2058817)

This paper contributes to the construction of diffusions on a general class of infinite-dimensional nilpotent Lie groups, whose heat kernel measures are quasi-invariant with respect to appropriate translations. In particular, using a construction of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space, the author constructs Brownian motion on a general class of infinite dimensional nilpotent Lie groups associated with the abstract Wiener space. A Cameron-Martin type quasi-invariance result is shown in this setting, and bounds on the related Radon-Nikodym derivatives are obtained depending on the Ricci curvature of the finite approximations of the infinite dimensional group. Moreover, a log Sobolev type inequality is proved for this setting.