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 equation; fundamental solution; Wiener measure; Lie algebra; homogeneous space; compact connected Lie group; Fréchet space; Cameron-Martin theorem; action; loop space; isotropy group; module of quasi- invariance
60J65: Brownian motion
43A85: Harmonic analysis on homogeneous spaces
22E67: Loop groups and related constructions, group-theoretic treatment
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60B11: Probability theory on linear topological spaces
58D20: Measures (Gaussian, cylindrical, etc.) on manifolds of maps
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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
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