A CAMERON-MARTIN TYPE QUASI-INVARIANCE THEOREM FOR BROWNIAN-MOTION ON A COMPACT RIEMANNIAN MANIFOLD

被引:150
作者
DRIVER, BK
机构
基金
美国国家科学基金会;
关键词
D O I
10.1016/0022-1236(92)90035-H
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let M be a compact manifold without boundary, o be a fixed base point in M, g be a Riemannian metric on M, and ▽ be a g-compatible covariant derivative on TM-the tangent space to M. Assume the torsion (T) of ▽ satisfies the skew symmetry condition: g〈T〈X, Y〉, Y〉 ≡ 0 for all vector fields X and Y on M. (For example, take ▽ to be the Levi-Civita covariant derivative on (M, g).) Also let ν denote the Wiener measure on W0(M) = {ω ε{lunate} C([0, 1], M): ω(0) = o}, and let H(ω)(s) denote stochastic parallel translation (relative to ν) along the path ω ε{lunate} W0(M) up to time s ε{lunate} [0, 1]. Given a C1-function h: [0, 1] → T0M, it is shown that the differential equation σ(t) = H(σ(t))h with initial condition σ(0) = id: W(M) → W(M) has a solution σ:R → Maps(W(M), W(M)) -the measurable maps from W(M) to W(M). This function (σ) is a flow on W(M), i.e., for all t, τε{lunate}R, σ(t+τ)=σ(t)σ(τ) . Furthermore σ(t) has the quasi-invariance property: the law (σ(t)*ν) of σ(t) with respect to the Wiener measure (ν) is equivalent to ν for all tε{lunate}.R. This result is used to prove an integration by parts formula for the h-derivative δhf defined by ∂hf(ω) ≡ (d dt)|0f(σ(t)(ω)), where f is a "C2-cylinder" function on W(M). © 1992.
引用
收藏
页码:272 / 376
页数:105
相关论文
共 66 条
  • [21] EPPERSON, 1991, BROWNIAN MOTION PATH
  • [22] EPPERSON, 1990, DIFFUSIONS FINITE EN
  • [23] GETZLER E, 1989, B SCI MATH, V113, P151
  • [24] Gross L, 1990, WHITE NOISE ANAL MAT, P108
  • [25] Ikeda N., 1981, STOCHASTIC DIFFERENT
  • [26] JONES JDS, 1991, STOCHASTIC ANAL, P103
  • [27] KLINGENBERG W, 1978, LECTURE CLOSED GEODE
  • [28] KLINGENBERG W, 1982, RIEMANNIAN GEOMETRY
  • [29] KLINGENBERG W, 1982, REGIONAL C SERIES MA, V53
  • [30] KOBAYASHI S, 1963, F DIFFERENTIAL GEOME, V1