Quasi-invariance for the pinned Brownian motion on a Lie group

被引：6

作者：

Gordina, M ^{[1
]}

机构：

[1] Univ Connecticut, Dept Math, Storrs, CT 06269 USA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2003年 / 104卷 / 02期

关键词：

pinned Brownian motion; Lie group; quasi-invariance; Girsanov density;

D O I：

10.1016/S0304-4149(02)00241-7

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 give a new proof of the well-known fact that the pinned Wiener measure on a Lie group is quasi-invariant under right multiplication by finite energy paths. The main technique we use is the time reversal. This approach is different from what B. Driver used to prove quasi-invariance for the pinned Brownian motion on a compact Riemannian manifold. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：243 / 257

页数：15

共 11 条

[1]

Bismut J.-M., 1984, Progress in Mathematics, V45

[2]

Da Prato G, 1992, STOCHASTIC EQUATIONS

[3] ON THE KAKUTANI-ITO-SEGAL-GROSS AND SEGAL-BARGMANN-HALL ISOMORPHISMS [J].