STOCHASTIC EQUATIONS AND QUASI-INVARIANCE ON INFINITE PRODUCT GROUPS

DOI10.1142/S0219025799000151zbMATH Open0985.60060MaRDI QIDQ4528539FDOQ4528539

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)

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zbMATH Keywords

Wiener processesstochastic differential equationquasi-invariance

Mathematics Subject Classification ID

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

Cites Work

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

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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