Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4591260 | Journal of Functional Analysis | 2009 | 41 Pages |
Abstract
This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron–Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the Lp norms of the Radon–Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds in this setting.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory