Integration on loop groups. I: Quasi invariant measures
DOI10.1016/0022-1236(90)90139-CzbMath0715.22024MaRDI QIDQ752206
Paul Malliavin, Marie-Paule Malliavin
Publication date: 1990
Published in: Journal of Functional Analysis (Search for Journal in Brave)
heat equationfundamental solutionWiener measureLie algebrahomogeneous spacecompact connected Lie groupFréchet spaceCameron-Martin theoremactionloop spaceisotropy groupmodule of quasi- invariance
Brownian motion (60J65) Harmonic analysis on homogeneous spaces (43A85) Loop groups and related constructions, group-theoretic treatment (22E67) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)
Related Items
Cites Work
- Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
- Lectures on stochastic differential equations and Malliavin calculus
- Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
- Orbital theory for affine Lie algebras
- The geometry of loop groups
- Measures on infinite dimensional Grassmann manifolds
- A comparison theorem for solutions of stochastic differential equations and its applications
- Separable representations for automorphism groups of infinite symmetric spaces
- Transformations of Wiener integrals under translations
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item