On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold
It is known from Stein's theorem that the standard Gaussian measure on \(\mathbb{R}\) can be characterized by means of an integration by parts formula. This result has then be extended to other distribution measures. \par Here the case of the Brownian bridge measure on a compact Riemannian manifold is studied. The main result is that this measure on the pinned path space over the manifold is again characterized by an integration by parts formula as soon as the manifold is simply connected. \par On the other hand, if the manifold is not simply connected, the uniqueness of the measure satisfying the integration by parts formula is lost. This is because the weights of the connected components of the path space can be chosen arbitrarily.
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