scientific article; zbMATH DE number 1210384

MaRDI QIDQ4213402zbMATH OpenFDO

Authors Paul Malliavin

Publication date 25 November 1998

zbMATH Keywords

factorization of processesloop groupsMalliavin calculuspath groupsWatanabe distributions

Mathematics Subject Classification ID

Loop groups and related constructions, group-theoretic treatment (22E67) Stochastic calculus of variations and the Malliavin calculus (60H07)

Review text

The path group over a Lie group (which is taken to be \(G=SU(2)\)) is considered. The construction of the differential calculus and the definition of Watanabe distributions on this infinite-dimensional group are recalled. Then the main theorem is stated and proved; it consists in a description of those distributions which are invariant under the action of the loop group (loops on the Lie algebra of \(G\) which are in the Cameron-Martin space). The paper contains also some results about central functionals and a factorization of the Brownian motion on \(G\). For the entire collection see [Zbl 0873.00020].

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(10)

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• Kirillov-Frenkel character formula for loop groups, radial part and Brownian sheet
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• On the unitary representations of the affine $ax+b$-group, $\widehat{sl}(2,\mathbb{R})$ and their relatives
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