Weak Poincaré inequalities on domains defined by Brownian rough paths

DOI10.1214/009117904000000478MaRDI QIDQ1769508zbMATH OpenOpenAlexFDO

Authors Shigeki Aida

Publication date 21 March 2005

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0503587

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We prove weak Poincare inequalities on domains which are inverse images of open sets in Wiener spaces under continuous functions of Brownian rough paths. The result is applicable to Dirichlet forms on loop groups and connected open subsets of path spaces over compact Riemannian manifolds.

Review text

The aim of this article is to prove the weak Poincaré inequality (WPI) on some infinite-dimensional sets of Brownian paths. More precisely, the set of paths \(w\) under consideration are described as \(\{w;F(w)>0\}\), for a functional \(F\) which is for instance deduced from a stochastic differential equation. This functional is generally not continuous for the usual topology of the Wiener space, so the set is not open. Thus the idea is to replace classical Brownian paths by rough paths. Then continuity properties of \(F\) can be applied, and under some assumptions, the author can prove the WPI. For the proof, several results concerning rough paths are recalled, and useful complements are given.

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Cited in

(3)

• Weak Poincaré inequalities in the absence of spectral gaps
• scientific article; zbMATH DE number 2207637 (Why is no real title available?)
• Vanishing of one-dimensional L^2-cohomologies of loop groups

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