Quasi-invariance for infinite-dimensional Kolmogorov diffusions (Q6201831)
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scientific article; zbMATH DE number 7807788
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English | Quasi-invariance for infinite-dimensional Kolmogorov diffusions |
scientific article; zbMATH DE number 7807788 |
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Quasi-invariance for infinite-dimensional Kolmogorov diffusions (English)
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21 February 2024
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The authors prove Cameron-Martin type quasi-invariance for the heat kernel measure of infinite-dimensional Kolmogorov and similar degenerate diffusions. They study quantitative functional inequalities, particularly Wang-type Harnack inequalities, for appropriate finite-dimensional approximations of these diffusions, and prove that these inequalities hold with dimension-independent constants. The uniform bounds thus obtained may then be used to prove that the heat kernel measure for these infinite-dimensional diffusions is quasi-invariant under changes of the initial state.
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quasi-invariance
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hypoellipticity
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Kolmogorov diffusion
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Wang's Harnack inequality
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