Integration on loop groups. II: Heat equation for the Wiener measure

DOI10.1016/0022-1236(92)90091-VzbMath0787.22021MaRDI QIDQ1188105

Hélène Airault, Paul Malliavin

Publication date: 13 August 1992

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

heat equationWiener measureelliptic operatorFeynman-Kac density

Mathematics Subject Classification ID

Harmonic analysis on homogeneous spaces (43A85) Loop groups and related constructions, group-theoretic treatment (22E67) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)

Related Items (30)

Absolute continuity of heat kernel measure with pinned Wiener measure on loop groups ⋮ Rotations and quasi-invariance on the path space ⋮ A stochastic approach to the Euler-Poincaré number of the loop space of a developable orbifold ⋮ De Rham-Hodge-Kodaira operator on loop groups ⋮ Super Brownian motion on a loop group. ⋮ Stochastic Wess–Zumino–Novikov–Witten model on the torus ⋮ Some heat operators on \(\mathbb{P}(\mathbb{R}^ d)\) ⋮ Logarithmic heat kernel estimates without curvature restrictions ⋮ Fokker-Planck equation with respect to heat measures on loop groups ⋮ Brownian cylinders and intersecting branes ⋮ Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality ⋮ Integration by parts formulas and rotationally invariant Sobolev calculus on free loop spaces ⋮ Brownian pants and Deligne cohomology ⋮ A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold ⋮ A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold ⋮ WITTEN LAPLACIAN ON PINNED PATH GROUP AND ITS EXPECTED SEMICLASSICAL BEHAVIOR ⋮ Quotient of a loop group and Witten genus ⋮ Poincaré inequality for weighted first order Sobolev spaces on loop spaces ⋮ Vanishing of one-dimensional \(L^2\)-cohomologies of loop groups ⋮ A Poincaré inequality on loop spaces ⋮ Fellerian pants ⋮ Integration by parts formula and logarithmic Sobolev inequality on the path space over loop groups ⋮ Differential calculus on path and loop spaces. II: Irreducibility of Dirichlet forms on loop spaces ⋮ Constrained quantisation and \(\theta\)-angles. II. ⋮ Differentiable measures and the Malliavin calculus ⋮ Stochastic gauge transform of the string bundle ⋮ Representation of Green's function for the heat equation on a compact Lie group ⋮ Dilatation vector fields on the loop group ⋮ Discussions on heat kernel measure and pinned Wiener measure ⋮ Stochastic analysis for a non-Markovian generator: an introduction

Cites Work

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• Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
• Integration on loop groups. I: Quasi invariant measures
• Orbital theory for affine Lie algebras
• Differential calculus on finite codimensional submanifolds of the Wiener space: The divergence operator
• Logarithmic Sobolev inequalities on loop groups
• Analysis on Wiener spaces. II: Differential forms
• Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality
• Transformations of Wiener integrals under translations
• Brownian motions in a Lie group

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