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
Pages :
17
From page :
1379
To page :
1395
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
Serial Year :
2009
Journal title :
Journal of Functional Analysis
Record number :
839967
Link To Document :
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