Article ID Journal Published Year Pages File Type
9495920 Journal of Functional Analysis 2005 25 Pages PDF
Abstract
Let G be a connected Lie group with the Lie algebra G. The action of Cameron-Martin space H(G) on the path space Pe(G) introduced by L. Gross (Illinois J. Math. 36 (1992) 447) is free. Using this fact, we define the H-distance on Pe(G), which enables us to establish a transportation cost inequality on Pe(G). This method will be generalized to the path space over the loop group Le(G), so that we obtain a transportation cost inequality for heat measures on Le(G).
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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