Quasi-invariance of the Wiener measure on path spaces: Noncompact case

被引:0
作者
Hsu, EP [1 ]
机构
[1] Northwestern Univ, Dept Math, Evanston, IL 60208 USA
基金
美国国家科学基金会;
关键词
path space; Wiener measure; Cameron-Martin vector fields; quasi-invariance;
D O I
10.1006/jfan.2001.3940
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
For a geometrically and stochastically complete, noncompact Riemannian manifold, we show that the flows on the path space generated by the Cameron-Martin vector fields exist as a set of random variables. Furthermore, if the Ricci curvature grows at most linearly, then the Wiener measure (the law of Brownian motion on the manifold) is quasi-invariant under these flows. (C) 2002 Elsevier Science (USA).
引用
收藏
页码:278 / 290
页数:13
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