Article ID Journal Published Year Pages File Type
1154526 Statistics & Probability Letters 2015 8 Pages PDF
Abstract

In this paper we use Bismut’s method to verify the formula of integration by parts on the free path space. By the formula, we verify the martingale representation for reference measure PμPμ, the law of the Brownian motion on the base manifold with initial distribution μμ. Then by the martingale representation we get the logarithmic Sobolev inequality on compact free Riemannian path space.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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