Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold

DOI10.1006/JFAN.1995.1152zbMATH Open0847.58082OpenAlexW4210731678MaRDI QIDQ1908122FDOQ1908122

Elton P. Hsu

Publication date: 14 October 1996

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

Full work available at URL: https://doi.org/10.1006/jfan.1995.1152

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• scientific article; zbMATH DE number 774044

zbMATH Keywords

Wiener measurepath spacequasi-invariancestochastic analysis on manifoldsOrnstein-Uhlen-Beck operator

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (54)

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• Hilbert--Schmidt groups as infinite-dimensional Lie groups and their Riemannian geometry
• Logarithmic derivatives of heat kernels and logarithmic Sobolev inequalities with unbounded diffusion coefficients on loop spaces
• Logarithmic Sobolev inequality on free path space over a compact Riemannian manifold
• Functional inequality on path space over a non-compact Riemannian manifold
• Flows associated to tangent processes on the Wiener space
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• QUASI-REGULAR DIRICHLET FORMS ON FREE RIEMANNIAN PATH SPACES
• Characterizing Yang-Mills fields by stochastic parallel transport
• STOCHASTIC ADAMS THEOREM FOR A GENERAL COMPACT MANIFOLD
• A FLAT COPY OF THE ORNSTEIN–UHLENBECK OPERATOR ON THE PATH SPACE OVER A RIEMANNIAN MANIFOLD
• Complete lifts of connections and stochastic Jacobi fields
• Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms
• Stochastic anticipative calculus on the path space over a compact Riemannian manifold
• On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion
• Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Differentiable measures and the Malliavin calculus
• Flows associated to adapted vector fields on the Wiener space
• Integration by parts for heat kernel measures revisited
• Quasi-invariance of the Wiener measure on path spaces: Noncompact case
• An integration by parts formula on path space over manifolds carrying geometric flow
• Flow equations on spaces of rough paths
• Hamilton-Jacobi semi-groups in infinite dimensional spaces
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds
• Constrained quantization and \(\theta \)-angles
• On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process
• A non quasi-invariance of the Brownian motion on loop groups
• Quasi-invariant transformations on the path space over manifolds
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• A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion
• On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold
• Quasi-invariant measures on the path space of a diffusion
• Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold
• Divergence theorems in path space. III: Hypoelliptic diffusions and beyond
• Geodesic flows on path spaces
• Quasi-regular Dirichlet forms on Riemannian path and loop spaces
• Stochastic Cohomology of the Frame Bundle of the Loop Space
• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• Existence and uniqueness of geodesics on path spaces
• Stochastic gauge transform of the string bundle
• A Girsanov Type Theorem on the Path Space Over a Compact Riemannian Manifold
• Integration by parts formula and logarithmic Sobolev inequality on the path space over loop groups
• Itô maps and analysis on path spaces
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• Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula
• Quasi-invariance for the pinned Brownian motion on a Lie group.
• Flows associated to Cameron-Martin type vector fields on path spaces over a Riemannian manifold
• Differential Harnack inequalities on path space
• Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure

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