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

DOI10.1006/JFAN.2001.3940MaRDI QIDQ1849072zbMATHOpenAlexFDO

Authors Elton P. Hsu

Publication date 28 November 2002

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

Full work available at URL https://doi.org/10.1006/jfan.2001.3940

zbMATH Keywords

Wiener measurequasi-invariancepath spacesCameron-Martin vector field

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

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Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Heat semigroup on a complete Riemannian manifold
• Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
• The radial part of Brownian motion on a manifold: A semimartingale property
• Towards a Riemannian geometry on the path space over a Riemannian manifold

Cited in

(16)

• Quasi-invariant measures on the path space of a diffusion
• scientific article; zbMATH DE number 774044 (Why is no real title available?)
• A class of infinite dimensional stochastic processes with unbounded diffusion
• Asymptotics of spectral gaps on loop spaces over a class of Riemannian manifolds
• scientific article; zbMATH DE number 774059 (Why is no real title available?)
• Integration by parts on the law of the reflecting Brownian motion
• Geodesic flows on path spaces
• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• Quasi-invariance for the pinned Brownian motion on a Lie group.
• Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold
• Existence and uniqueness of geodesics on path spaces
• Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
• Two problems concerning Brownian motion on a complete Riemannian manifold
• Divergence theorems in path space. III: Hypoelliptic diffusions and beyond
• Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds
• scientific article; zbMATH DE number 65640 (Why is no real title available?)

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