Article ID Journal Published Year Pages File Type
4592508 Journal of Functional Analysis 2009 17 Pages PDF
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 quasi-invariant under the flow generated by a Cameron–Martin vector field.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory