Title of article :
Quasi-invariance of the Wiener measure on the path
space over a complete Riemannian manifold
Author/Authors :
Elton P. Hsu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
We prove a generalization of the Cameron–Martin theorem for a geometrically and stochastically complete
Riemannian manifold; namely, the Wiener measure on the path space over such a manifold is quasiinvariant
under the flow generated by a Cameron–Martin vector field.
© 2009 Elsevier Inc. All rights reserved.
Keywords :
Wiener measure , Cameron–Martin Theorem , Brownian motion , Riemannian manifold , Completeness , quasi-invariance
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis