Quasi-Invariance for Infinite-Dimensional Kolmogorov Diffusions

被引：0
作者：
Fabrice Baudoin
Maria Gordina
Tai Melcher
机构：
[1] University of Connecticut,Department of Mathematics
[2] University of Virginia,Department of Mathematics
来源：
Potential Analysis | 2024年 / 60卷
关键词：
Quasi-invariance; Hypoellipticity; Kolmogorov diffusion; Wang’s Harnack inequality; Primary 60J60; 28C20; Secondary 35H10;
D O I：
暂无
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学科分类号：
摘要：
We prove Cameron-Martin type quasi-invariance for the heat kernel measure of infinite-dimensional Kolmogorov and similar degenerate diffusions. We first study quantitative functional inequalities, particularly Wang-type Harnack inequalities, for appropriate finite-dimensional approximations of these diffusions, and we prove that these inequalities hold with dimension-independent constants. Applying an approach developed in [7, 12, 13], these uniform bounds may then be used to prove that the heat kernel measure for these infinite-dimensional diffusions is quasi-invariant under changes of the initial state.
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页码：807 / 831
页数：24
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