STOCHASTIC EQUATIONS AND QUASI-INVARIANCE ON INFINITE PRODUCT GROUPS

DOI10.1142/S0219025799000151MaRDI QIDQ4528539zbMATH OpenFDO

Authors Alexei Daletskii, S. Albeverio

Publication date 13 November 2001

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

Wiener processesstochastic differential equationquasi-invariance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• A stochastic differential equation approach to some lattice models on compact Lie groups
• Diffusions on an infinite dimensional torus
• Infinite systems of stochastic differential equations and some lattice models on compact Riemannian manifolds
• Integration by parts and quasi-invariance for heat kernel measures on loop groups
• Integration on loop groups. I: Quasi invariant measures
• On solutions to stochastic differential equations with discontinuous drift in Hilbert space

Cited in

(2)

• Quasi-invariance and Gibbs structure of diffusion measures on infinite product groups
• Sergio's work in statistical mechanics: from quantum particles to geometric stochastic analysis

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