Quasi-invariance for infinite-dimensional Kolmogorov diffusions

DOI10.1007/S11118-023-10070-ZMaRDI QIDQ6201831zbMATH OpenOpenAlexFDO

Authors Fabrice Baudoin, Maria Gordina, Tai Melcher

Publication date 21 February 2024

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.01422

zbMATH Keywords

hypoellipticityKolmogorov diffusionquasi-invarianceWang's Harnack inequality

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Hypoelliptic equations (35H10) Diffusion processes (60J60)

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.

Review text

The authors prove Cameron-Martin type quasi-invariance for the heat kernel measure of infinite-dimensional Kolmogorov and similar degenerate diffusions. They study quantitative functional inequalities, particularly Wang-type Harnack inequalities, for appropriate finite-dimensional approximations of these diffusions, and prove that these inequalities hold with dimension-independent constants. The uniform bounds thus obtained may then be used to prove that the heat kernel measure for these infinite-dimensional diffusions is quasi-invariant under changes of the initial state.

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Cited in

(4)

• Quasi-invariance under flows generated by non-linear PDEs
• Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
• Gradient bounds for iterated Kolmogorov diffusions
• Gradient bounds and Liouville property for a class of hypoelliptic diffusion via coupling

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