Quasi-invariance for infinite-dimensional Kolmogorov diffusions
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Publication:6201831
DOI10.1007/S11118-023-10070-ZarXiv2106.01422OpenAlexW3171429404MaRDI QIDQ6201831FDOQ6201831
Authors: Fabrice Baudoin, Maria Gordina, Tai Melcher 
Publication date: 21 February 2024
Published in: Potential Analysis (Search for Journal in Brave)
Abstract: We prove Cameron-Martin type quasi-invariance results for the heat kernel measure of infinite-dimensional Kolmogorov and related diffusions. We first study quantitative functional inequalities for appropriate finite-dimensional approximations of these diffusions, and we prove these inequalities hold with dimension-independent coefficients. Applying an approach developed by Baudoin, Driver, Gordina, and Melcher previously, these uniform bounds may then be used to prove that the heat kernel measure for certain of these infinite-dimensional diffusions is quasi-invariant under changes of the initial state.
Full work available at URL: https://arxiv.org/abs/2106.01422
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Diffusion processes (60J60) Hypoelliptic equations (35H10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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