On the Semi-classical Brownian Bridge Measure

被引：6

作者：

Li, Xue-Mei ^{[1
]}

机构：

[1] Univ Warwick, Math Inst, Warsaw, Poland

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2017年 / 22卷

关键词：

Malliavin calculus; pinned path spaces; loop spaces; integration by parts; Poincare inequality; LOGARITHMIC SOBOLEV INEQUALITIES; QUASI-INVARIANCE THEOREM; PINNED WIENER MEASURE; HEAT KERNEL MEASURE; HARMONIC-FUNCTIONS; SPECTRAL GAPS; LOOP-SPACES; INTEGRATION; UNIQUENESS; EQUATION;

D O I：

10.1214/17-ECP69

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove an integration by parts formula for the probability measure on the pinned path space induced by the Semi-classical Riemmanian Brownian Bridge, over a manifold with a pole, followed by a discussion on its equivalence with the Brownian Bridge measure.

引用

页数：15