Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.

DOI10.1214/009117904000000045zbMATH Open1058.60039arXivmath/0410165OpenAlexW2138543688MaRDI QIDQ1889786FDOQ1889786

Xiang Dong Li

Publication date: 10 December 2004

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

Abstract: We first prove the L^p-convergence (pgeq 1) and a Fernique-type exponential integrability of divergence functionals for all Cameron-Martin vector fields with respect to the pinned Wiener measure on loop spaces over a compact Riemannian manifold. We then prove that the Driver flow is a smooth transform on path spaces in the sense of the Malliavin calculus and has an infty-quasi-continuous modification which can be quasi-surely well defined on path spaces. This leads us to construct the Driver flow on loop spaces through the corresponding flow on path spaces. Combining these two results with the Cruzeiro lemma [J. Funct. Anal. 54 (1983) 206-227] we give an alternative proof of the quasi-invariance of the pinned Wiener measure under Driver's flow on loop spaces which was established earlier by Driver [Trans. Amer. Math. Soc. 342 (1994) 375-394] and Enchev and Stroock [Adv. Math. 119 (1996) 127-154] by Doob's h-processes approach together with the short time estimates of the gradient and the Hessian of the logarithmic heat kernel on compact Riemannian manifolds. We also establish the L^p-convergence (pgeq 1) and a Fernique-type exponential integrability theorem for the stochastic anti-development of pinned Brownian motions on compact Riemannian manifold with an explicit exponential exponent. Our results generalize and sharpen some earlier results due to Gross [J. Funct. Anal. 102 (1991) 268-313] and Hsu [Math. Ann. 309 (1997) 331-339]. Our method does not need any heat kernel estimate and is based on quasi-sure analysis and Sobolev estimates on path spaces.

Full work available at URL: https://arxiv.org/abs/math/0410165

zbMATH Keywords

divergenceloop spacequasi-invarianceexponential integrabilitypinned Wiener measureDriver's flow

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited In (5)

• Maximal Inequalities for Fractional Brownian Motion: An Overview
• On small deviation probabilities for certain iterated random processes
• Some Maximal Inequalities for Fractional Brownian Motion with Polynomial Drift
• Some limit results for probabilities estimates of Brownian motion with polynomial drift
• Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)

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