Article ID Journal Published Year Pages File Type
4591260 Journal of Functional Analysis 2009 41 Pages PDF
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